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研究生: 溫慶豐
Wen, Ching-Feng
論文名稱: 線性規劃在測度空間上的問題之演算法
Algorithms for Linear Programming on Measure Spaces Problems
指導教授: 吳順益
Wu, Soon-Yi
學位類別: 博士
Doctor
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2004
畢業學年度: 92
語文別: 英文
論文頁數: 93
中文關鍵詞: 線性規劃在測度空間上的問題之演算法
外文關鍵詞: LPM, Linear Programming on Measure Spaces
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    The purpose of this thesis is to present some results on linear programming on measure spaces (LPM). We shall discuss the conditions under which LPM is solvable and the optimal value of an LPM is equal to the optimal value of the dual problem;moreover, we present two algorithms for solving various LPM problems. Essentially, our approach extends the method introduced in cite{LaiWu94}. Besides, we use some examples to show that the proposed methods work for real. We also propose another approximation scheme to solve LPM.This scheme is a discretization method which finds a sequence of optimal solutions of corresponding linear semi-infinite programs, and which shows that the sequence of optimal solutions converges to an optimal solution of LPM. Finally, we implement these methods with providing some examples in the final section.

    1 Introduction and Preliminaries 1 1.1 Introduction 1 1.2 Numerical methods for linear semi-infinite programming: a brief review 4 1.3 Dual pairs of vector spaces 13 1.4 Infinite linear programs 15 1.5 The general capacity problem 20 2 Duality theorems and algorithms for linear programming on measure spaces 22 2.1 Introduction 22 2.2 Conditions for the absence of an LPM duality gap 24 2.3 Algorithms for LPM 29 2.4 Numerical examples 46 3 An approximation approach for linear programming on measure space 53 3.1 An approximation scheme for LPM 53 3.2 An algorithm for DELPM$(G_k)$ 70 3.3 Numerical examples 79 Bibliography 83

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