The capacity problem

Abstract

We consider a type of infinite-dimensional linear program posed over a measure space and called a capacity problem. This problem is related to that of finding the electrostatic capacity of a conducting body, and arises in certain types of two-person zero-sum games. The duality theory for this problem is discussed, and conditions are given under which the optimal solution is a measure with finite support. When solutions are restricted to be measures with finite support, a characterization of the extreme points of the feasible region is possible. This has implications for algorithms to solve the capacity problem.