Open AccessApproximate Solutions and Error Bounds for Continuous-Time Separated Linear Programming Problem and Its Extensions
Author(s) -
Ahmed Rasheed Khlefh,
Rasheed Al-Salih,
Watheq Laith
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1804/1/012131
Subject(s) - range (aeronautics) , dual (grammatical number) , mathematical optimization , linear programming , computer science , state (computer science) , mathematics , algorithm , art , materials science , literature , composite material
Continuous-time separated linear programming problems have a wide range of real-world applications such as in business, economics, finances, communications, manufacturing, and so on. In this paper, we extend the technique that is presented by Wen et al. [1] for two classes of these problems. We introduce both primal and dual models for separated problems. In addition, by using discrete problems we obtain approximate solutions with error bounds. Moreover, we establish a computational procedure, to solve any separated continuous-time model and any state-constrained separated model. Furthermore, after we put the separated problem in the form that is presented by Wen et al. [1], we conclude that approximate solutions converge to an optimal solution for continuous-time separated problems.