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.
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页码：1919 / 1925
页数：7
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