Dual Approach to the Application of Barrier Functions for the Optimal Correction of Improper Linear Programming Problems of the First Kind

被引:2
|
作者
Popov, L. D. [1 ,2 ]
机构
[1] Russian Acad Sci, Ural Branch, Inst Math & Mech, Ekaterinburg 620990, Russia
[2] Ural Fed Univ, Inst Math & Comp Sci, Ekaterinburg 620000, Russia
基金
俄罗斯基础研究基金会;
关键词
linear programming; improper problems; generalized solutions; barrier function method;
D O I
10.1134/S0081543815020170
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A novel dual approach to the problem of optimal correction of first-kind improper linear programming problems with respect to their right-hand sides is proposed. It is based on the extension of the traditional Lagrangian by introducing additional regularization and barrier components. Convergence theorems are given for methods based on the augmented Lagrangian, an informal interpretation of the obtained generalized solution is suggested, and results of numerical experiments are presented.
引用
收藏
页码:S173 / S179
页数:7
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