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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2012, Volume 18, Number 3, Pages 83–89
(Mi timm841)
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This article is cited in 4 scientific papers (total in 5 papers)
Interior penalty functions and duality in linear programming
I. I. Eremina, L. D. Popovab a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
b Ural Federal University
Abstract:
Logarithmic additive terms of barrier type with a penalty parameter are included into the Lagrange function of a linear programming problem. As a result, the problem of searching for saddle points of the modified Lagrangian becomes unconstrained (the saddle point is sought with respect to the whole space of primal and dual variables). Theorems on the asymptotic convergence to the desired solution and analogs of the duality theorems for the arising optimization minimax and maximin problem statements are formulated.
Keywords:
linear programming, uality, inner penalty functions.
Received: 25.02.2012
Citation:
I. I. Eremin, L. D. Popov, “Interior penalty functions and duality in linear programming”, Trudy Inst. Mat. i Mekh. UrO RAN, 18, no. 3, 2012, 83–89; Proc. Steklov Inst. Math. (Suppl.), 283, suppl. 1 (2013), 56–63
Linking options:
https://www.mathnet.ru/eng/timm841 https://www.mathnet.ru/eng/timm/v18/i3/p83
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Abstract page: | 342 | Full-text PDF : | 123 | References: | 54 | First page: | 10 |
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