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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2014, Volume 20, Number 1, Pages 231–237
(Mi timm1045)
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This article is cited in 2 scientific papers (total in 2 papers)
Dual approach to the application of barrier functions for the optimal correction of improper linear programming problems of the first kind
L. D. Popovab a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
b Ural Federal University named after the First President of Russia B. N. Yeltsin
Abstract:
A novel dual approach to the problem of optimal correction of first-kind improper linear programming problems with respect to their right-hand sides is proposed. It is based on the extension of the traditional Lagrangian by introducing additional regularization and barrier components. Convergence theorems are given for methods based on the augmented Lagrangian, an informal interpretation of the obtained generalized solution is suggested, and results of numerical experiments are presented.
Keywords:
linear programming, improper problems, generalized solutions, barrier function method.
Received: 10.01.2014
Citation:
L. D. Popov, “Dual approach to the application of barrier functions for the optimal correction of improper linear programming problems of the first kind”, Trudy Inst. Mat. i Mekh. UrO RAN, 20, no. 1, 2014, 231–237; Proc. Steklov Inst. Math. (Suppl.), 288, suppl. 1 (2015), 173–179
Linking options:
https://www.mathnet.ru/eng/timm1045 https://www.mathnet.ru/eng/timm/v20/i1/p231
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Abstract page: | 185 | Full-text PDF : | 61 | References: | 43 | First page: | 7 |
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