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Applications of nonnegative operators to a class of optimization problems

K. C. Sivakumar — 2008

Banach Center Publications

Let X be a partially ordered real Banach space, a,b ∈ X with a ≤ b. Let ϕ be a bounded linear functional on X. We call X a Ben-Israel-Charnes space (or a B-C space) if the linear program defined by Maximize ϕ(x) subject to a ≤ x ≤ b has an optimal solution for any ϕ, a and b. Such problems arise naturally in solving a class of problems known as Interval Linear Programs. B-C spaces were introduced in the author's doctoral thesis and were subsequently studied in [8] and [9]. In this article, we review...

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