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This article is cited in 8 scientific papers (total in 8 papers)
Extragradient method for correction of inconsistent linear programming problems
F. P. Vasil'ev, M. M. Potapov, L. A. Artem'eva Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia
Abstract:
For a pair of dual inconsistent linear programming problems, the existence and uniqueness of a correction vector that is optimal in the norm is proved. It is shown that the correction problem is reduced to the problem of finding a saddle point of a regularized Lagrange function. A modified extragradient method is proposed for solving the latter problem, and its convergence is proved.
Key words:
linear programming, duality, correction problem, Lagrange function, saddle point, extragradient method, regularization, convergence.
Received: 05.05.2018
Citation:
F. P. Vasil'ev, M. M. Potapov, L. A. Artem'eva, “Extragradient method for correction of inconsistent linear programming problems”, Zh. Vychisl. Mat. Mat. Fiz., 58:12 (2018), 1992–1998; Comput. Math. Math. Phys., 58:12 (2018), 1919–1925
Linking options:
https://www.mathnet.ru/eng/zvmmf10800 https://www.mathnet.ru/eng/zvmmf/v58/i12/p1992
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Abstract page: | 359 | References: | 81 |
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