SIAM Journal on Control and Optimization, Vol.32, No.5, 1289-1296, 1994
On the Solutions of a Class of Continuous Linear-Programs
This paper discusses the form of solutions for a class of continuous linear programs called separated continuous linear programs. It is shown that under certain assumptions on the problem data the optimal solutions can be taken to be piecewise analytic functions. This yields a strong duality result as a corollary.
Keywords:ALGORITHM