Forms of optimal solutions for separated continuous linear programs

Forms of optimal solutions for separated continuous linear programs

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Article ID: iaor19961037
Country: United States
Volume: 33
Issue: 6
Start Page Number: 1952
End Page Number: 1977
Publication Date: Nov 1995
Journal: SIAM Journal on Control and Optimization
Authors:
Keywords: control processes
Abstract:

This paper discusses the nature of optimal solutions for a class of continuous linear programs called separated continuous linear programs. It is shown that under various different assumptions on the problem data there exist optimal solutions that are piecewise constant, piecewise polynomial, or, more generally, piecewise analytic. These results are reminiscent of bang-bang results in linear optimal control.

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