Abstract:
The problem of finding the projections of points on the sets of solutions of primal and dual problems of linear programming is considered. This problem is reduced to a single solution of the problem of minimizing a new auxiliary function, starting from some threshold value of the penalty coefficient. Estimates of the threshold value are obtained. A software implementation of the proposed method is compared with some known commercial and research software packages for solving linear programming problems.
Citation:
A. I. Golikov, Yu. G. Evtushenko, “Finding the projection of a given point on the set of solutions of a linear programming problem”, Trudy Inst. Mat. i Mekh. UrO RAN, 14, no. 2, 2008, 33–47; Proc. Steklov Inst. Math. (Suppl.), 14, suppl. 2 (2008), S68–S83
\Bibitem{GolEvt08}
\by A.~I.~Golikov, Yu.~G.~Evtushenko
\paper Finding the projection of a~given point on the set of solutions of a~linear programming problem
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2008
\vol 14
\issue 2
\pages 33--47
\mathnet{http://mi.mathnet.ru/timm22}
\zmath{https://zbmath.org/?q=an:1178.90264}
\elib{https://elibrary.ru/item.asp?id=11929727}
\transl
\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2008
\vol 14
\issue , suppl. 2
\pages S68--S83
\crossref{https://doi.org/10.1134/S0081543808060084}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000208363700007}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-60949090229}
Linking options:
https://www.mathnet.ru/eng/timm22
https://www.mathnet.ru/eng/timm/v14/i2/p33
This publication is cited in the following 7 articles:
M.V. Dolgopolik, “A note on the generalized Hessian of the least squares associated with systems of linear inequalities”, Optimization Methods and Software, 2024, 1
A. I. Golikov, Yu. G. Evtushenko, “Regularization and normal solutions of systems of linear equations and inequalities”, Proc. Steklov Inst. Math. (Suppl.), 289, suppl. 1 (2015), 102–110
A. I. Golikov, Yu. G. Evtushenko, “Generalized Newton method for linear optimization problems with inequality constraints”, Proc. Steklov Inst. Math. (Suppl.), 284, suppl. 1 (2014), 96–107
Evtushenko Yu.G., Tretyakov A.A., “Elementarnoe dokazatelstvo konstruktivnogo varianta teoremy o kasatelnykh napravleniyakh i teoremy o neyavnoi funktsii”, Doklady Akademii nauk, 442:2 (2012), 156–156
Mathias Burger, Giuseppe Notarstefano, Frank Allgower, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012, 7457
Yury Evtushenko, Alexander Golikov, Wiley Encyclopedia of Operations Research and Management Science, 2011
M. K. Kerimov, “The 70th birthday of Academician Yurii Gavrilovich Evtushenko”, Comput. Math. Math. Phys., 49:10 (2009), 1653–1661