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.
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
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\by L.~D.~Popov
\paper Dual approach to the application of barrier functions for the optimal correction of improper linear programming problems of the first kind
\serial Trudy Inst. Mat. i Mekh. UrO RAN
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\pages 231--237
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\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2015
\vol 288
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\pages 173--179
\crossref{https://doi.org/10.1134/S0081543815020170}
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Linking options:
https://www.mathnet.ru/eng/timm1045
https://www.mathnet.ru/eng/timm/v20/i1/p231
This publication is cited in the following 2 articles:
L. D. Popov, “Interior Point Methods Adapted to Improper Linear Programs”, Proc. Steklov Inst. Math. (Suppl.), 309, suppl. 1 (2020), S116–S124
G. A. Amirkhanova, A. I. Golikov, Yu. G. Evtushenko, “On an inverse linear programming problem”, Proc. Steklov Inst. Math. (Suppl.), 295, suppl. 1 (2016), 21–27