Finite dimensional approximation in infinite dimensional mathematical programming
نویسندگان
چکیده
منابع مشابه
Finite dimensional approximation in infinite dimensional mathematical programming
We consider the problem of approximating an optimal solution to a separable, doubly infinite mathematical program (P) with lower staircase structure by solutions to the programs (P(N)) obtained by truncating after the first N variables and N constraints of (P). Viewing the surplus vector variable associated with the Nth constraint as a state, and assuming that all feasible states are eventually...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1992
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01586057