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An adaptive discretization algorithm for a class of continuous network programs. (English) Zbl 0840.90064

Summary: An algorithm is derived for a class of continuous-time minimum-cost network flow problems. The algorithm is based on some recent results in the theory of separated continuous linear programs and works with a sequence of discrete approximations to the continuous-time problem. We prove the convergence of the algorithm and present some numerical results which compare its performance against that of linear network flow algorithms applied to a uniform discrete approximation of the continuous-time problem.

MSC:

90B10 Deterministic network models in operations research
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