Convergence of a General Class of Algorithms for Separated Continuous Linear Programs
Malcolm C. Pullan · SIAM Journal on Optimization · 2000
Separated continuous linear programs (SCLP) are a type of infinite-dimensional linear program which can serve as a useful model for a variety of dynamic network problems where storage is permitted at the nodes. This paper proves the convergence of a general class of algorithms for solving SCLP under certain restrictions on the problem data. This is the first such proof for any nondiscretization algorithm for solving any form of continuous linear programs.