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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 1, Pages 80–89
(Mi zvmmf196)
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This article is cited in 1 scientific paper (total in 1 paper)
Matrix correction of a dual pair of improper linear programming problems with a block structure
V. I. Erokhin, A. S. Krasnikov Borisoglebsk State Pedagogical University, ul. Narodnaya 43, Borisoglebsk, 397160, Russia
Abstract:
The following problem is considered: how to modify the coefficient matrix of a dual pair of improper linear programs with a block structure so as to make these problems proper and minimize the sum of the squares of the Euclidean norms of the blocks in the correction matrix? Two variants of this problem are examined: (1) all the blocks in the coefficient matrix are modified, and (2) the upper block, which constraints all the primal variables, is left unchanged. Methods are presented for reducing these problems to minimizing quadratic fractional functions subject to linear equality and inequality constraints. The latter problem allows the use of conventional methods for constrained minimization. A numerical example is given.
Key words:
improper block linear programs, modifying the coefficient matrix.
Received: 18.06.2007 Revised: 02.07.2007
Citation:
V. I. Erokhin, A. S. Krasnikov, “Matrix correction of a dual pair of improper linear programming problems with a block structure”, Zh. Vychisl. Mat. Mat. Fiz., 48:1 (2008), 80–89; Comput. Math. Math. Phys., 48:1 (2008), 76–84
Linking options:
https://www.mathnet.ru/eng/zvmmf196 https://www.mathnet.ru/eng/zvmmf/v48/i1/p80
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