Lexicographic Regularization and Duality for Improper Linear Programming Problems / Popov L. D.,Skarin V. D. // PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS. - 2016. - V. 295, l. 1, 1. - P. S131-S144.

ISSN/EISSN:

0081-5438 / 1531-8605

Type:

Article

Abstract:

A new approach to the optimal lexicographic correction of improper linear programming problems is proposed. The approach is based on the multistep regularization of the classical Lagrange function with respect to primal and dual variables simultaneously. The regularized function can be used as a basis for generating new duality schemes for problems of this kind. Theorems on the convergence and numerical stability of the method are presented, and an informal interpretation of the obtained generalized solution is given.

Author keywords:

linear programming; duality; improper problems; generalized solutions; regularization; penalty methods

DOI:

10.1134/S0081543816090145

Web of Science ID:

ISI:000394441400014

Соавторы в МНС:

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Другие поля

Поле	Значение
Month	DEC
Publisher	MAIK NAUKA/INTERPERIODICA/SPRINGER
Address	233 SPRING ST, NEW YORK, NY 10013-1578 USA
Language	English
EISSN	1531-8605
Research-Areas	Mathematics
Web-of-Science-Categories	Mathematics, Applied; Mathematics
Author-Email	popld@imm.uran.ru skavd@imm.uran.ru
Funding-Acknowledgement	Russian Science Foundation {[}14-11-00109]
Funding-Text	This research was supported by the Russian Science Foundation (project no. 14-11-00109).
Number-of-Cited-References	14
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	2
Journal-ISO	Proc. Steklov Inst. Math.
Doc-Delivery-Number	EL2HT