Extreme Points and Basic Feasible Solutions in Continuous Time Linear Programming
André F. Perold · SIAM Journal on Control and Optimization · 1981
This paper studies the extreme points arising in continuous time linear programming. The main result is for the case of constant coefficients where all so-called right analytic extreme points are characterized, analogously to the result for linear programming, in terms of certain full rank conditions. Examples of continuous time linear programs with time-varying constraints are given to show that this kind of characterization cannot hold in general.