Discriminant analysis and randomization in linear optimization problems with unformalized constraints / Mazurov V.D., Sokolinskaya I.M. // Pattern Recognition and Image Analysis. - 2006. - V. 16, l. 2. - P. 170-178.

ISSN:
10546618
Type:
Article
Abstract:
A linear optimization problem with an unformalized constraint (LOPUC) is considered. An iterative approach is proposed in which an approximate solution to a LOPUC is obtained by a successive discriminant analysis of the available set of precedents and by examination of newly obtained samples. An algorithm is described for the generation of samples by solving an approximation linear programming problem (ALPP) that is obtained by adding an inequality defined by a discriminant function to the formalized part of the LOPUC. For the algorithm proposed, the convergence of the sequence of approximate solutions to the exact solution of the LOPUC is proved. © Pleiades Publishing, Inc. 2006.
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DOI:
10.1134/S1054661806020039
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-33746096510&doi=10.1134%2fS1054661806020039&partnerID=40&md5=21007632365a3e6252d24e2554cd3760
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Affiliations Ural State University, pr. Lenina 51, Yekatyerinburg, 620083, Russian Federation; Chelyabinsk State University, ul. Br. Kashirinykh 129, Chelyabinsk, 454021, Russian Federation
References Eremin, I.I., (1999) Theory of Linear Optimization, , (Yekaterin-burg, Yekaterinburg) [in Russian]; Mazurov, V.D., Discriminant analysis in mathematical simulation of poorly formalized situations (1973) Nonlinear Optimization and Applications in Planning, pp. 26-35. , (Ural. Nauchn. Tsentr, Akad. Nauk SSSR, Sverdlovsk) [in Russian]; Mazurov, V.D., (1990) The Committee Method in Problems of Optimization and Classification, , (Nauka, Moscow) [in Russian]; Sokolinskaya, I.M., Numerical experiments on solving linear programming problems with unformalized constraints by the SM/LK method (2004) Technical Report, RFBR 03-01-0056-Y2N2. , Chelyabinsk.Gos. Univ., Chelyabinsk; Sokolinskaya, I.M., Method of oscillations in linear programming problems with an unformalized constraint (2004) All-Russian Conference "Algorithmic Analysis of Unstable Problems," Yekaterinburg, 2004, pp. 302-303. , Ural. Gos. Univ; Eremin, I.I., Sokolinskaya, I.M., Fejer iterative processes for improper problems of linear programming (2002) Mathematical Structures and Simulation: Collection of Research Papers, (9), pp. 10-26. , (Omsk. Gos. Univ, Omsk) [in Russian]
Correspondence Address Mazurov, V.D.; Ural State University, pr. Lenina 51, Yekatyerinburg, 620083, Russian Federation; email: vladimir.mazurov@usu.ru
Language of Original Document English
Abbreviated Source Title Pattern Recogn. Image Anal.
Source Scopus