Extragradient Method for Correction of Inconsistent Linear Programming Problems

被引：5

作者：

Artem'eva, L. A. ^{[1
]}

Vasil'ev, F. P. ^{[1
]}

Potapov, M. M. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119991, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2018年 / 58卷 / 12期

基金：

俄罗斯科学基金会;

关键词：

linear programming; duality; correction problem; Lagrange function; saddle point; extragradient method; regularization; convergence; IMPROPER PROBLEMS;

D O I：

10.1134/S0965542518120163

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1919 / 1925

页数：7

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