Dynamic Three-Dimensional Linear Programming

Dynamic Three-Dimensional Linear Programming

We perform linear programming optimizations on the intersection of k polyhedra in R, represented by their outer recursive decompositions, in expected time O(k log k log n + √ k log k log n). We use this result to derive efficient algorithms for dynamic linear programming problems in which constraints are inserted and deleted, and queries must optimize specified objective functions. As an applic...

A Linear-Time Algorithm for Concave One-Dimensional Dynamic Programming

Dynamic Analysis of Three Dimensional Asymmetric Isolated Structures

Dynamic Analysis of Three Dimensional Asymmetric Isolated Structures

Approximate Dynamic Programming via Linear Programming

The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of largescale stochastic control problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits" a linear combination of preselected basis functions to the dynamic programming costtogo function. We develop...