FORMS OF OPTIMAL SOLUTIONS FOR SEPARATED CONTINUOUS LINEAR PROGRAMS

摘要

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. [References: 23]