Number: Math 1/90
Author(s): LEPP, Riho.
Title: Discrete approximation and stability of continuous programming problems. 30 p.
Language: English
Keywords: Continuous programming; discrete convergence.
ABSTRACT. A linear continuous programming problem in the space of
essentially bounded functions is replaced by a sequence of linear
programming problems with increasing dimensionality. The convergence of
optimal values and the weak convergence of solutions of approximate
problems is analyzed by the assistance of the notion of discrete
convergence of elements and operators. The analysis relies on the
possibility of determination of the discrete convergence in the space of
essentially bounded functions.