Characterizing extreme points as basic feasible solutions in infinite linear programs

Characterizing extreme points as basic feasible solutions in infinite linear programs

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Article ID: iaor20102917
Volume: 37
Issue: 1
Start Page Number: 7
End Page Number: 10
Publication Date: Jan 2009
Journal: Operations Research Letters
Authors: ,
Abstract:

Unlike in finite dimensions, a basic feasible solution characterization of extreme points does not hold in countably infinite linear programs. We develop regularity conditions under which such a characterization is possible. Applications to infinite network flow problems and non-stationary Markov decision processes are presented.

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