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This article is cited in 1 scientific paper (total in 1 paper)
Using feedback functions in linear programming problems
A. E. Umnov, E. A. Umnov Moscow Institute of Physics and Technology, Dolgoprudnyi, Moscow oblast, 141700 Russia
Abstract:
A scheme for solving linear programming problems based on the use of auxiliary functions that implement feedback in the system of constraints imposed on the variables to be found and on the Lagrange multipliers is proposed. The validity of the proposed approach is proved.
Key words:
linear program, penalty function method, feedback functions, modified Lagrangian function, regularization.
Received: 25.03.2019 Revised: 02.04.2019 Accepted: 10.06.2019
Citation:
A. E. Umnov, E. A. Umnov, “Using feedback functions in linear programming problems”, Zh. Vychisl. Mat. Mat. Fiz., 59:10 (2019), 1681–1694; Comput. Math. Math. Phys., 59:10 (2019), 1626–1638
Linking options:
https://www.mathnet.ru/eng/zvmmf10965 https://www.mathnet.ru/eng/zvmmf/v59/i10/p1681
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Abstract page: | 394 | References: | 8 |
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