| Article ID: | iaor20111371 |
| Volume: | 30 |
| Issue: | 2 |
| Start Page Number: | 207 |
| End Page Number: | 233 |
| Publication Date: | Nov 2004 |
| Journal: | Journal of Global Optimization |
| Authors: | Wen C F, Wu S Y |
The purpose of this paper is to present some results on linear programming in measure spaces (LPM). We prove that, under certain conditions, the optimal value of an LPM is equal to the optimal value of the dual problem (DLPM). We also present two algorithms for solving various LPM problems and prove the convergence properties of these algorithms.