Asymptotic LP

From Glossary

Jump to: navigation, search

A linear program in which the coefficients are functions of a single parameter, usually denoting time (some authors require the functions to be rational -i.e. of the form LaTeX: p(t)/q(t), where LaTeX: p and LaTeX: q are polynomials). The problem is to find a steady state solution -i.e., one that is optimal (or nearly optimal) for all sufficiently large values of the time parameter.

Personal tools