Ej. Anderson et Ab. Philpott, ON THE SOLUTIONS OF A CLASS OF CONTINUOUS LINEAR-PROGRAMS, SIAM journal on control and optimization, 32(5), 1994, pp. 1289-1296
This paper discusses the form of solutions for a class of continuous l
inear programs called separated continuous linear programs. It is show
n that under certain assumptions on the problem data the optimal solut
ions can be taken to be piecewise analytic functions. This yields a st
rong duality result as a corollary.