ASYMPTOTIC LINEAR PROGRAMMING

Asymptotic Linear Programming - 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 p(t)/q(t), where p and q are polynomials.) The problem is to find a steady state solution – i.e., one that is optimal (or nearly optimal) for sufficiently large values of the time parameter.