Interior penalty functions and duality in linear programming / Eremin I. I.,Popov L. D. // PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS. - 2013. - V. 283, l. 1. - P. 56-63.

ISSN/EISSN:

0081-5438 / 1531-8605

Type:

Article

Abstract:

Logarithmic additive terms of barrier type with a penalty parameter are included in the Lagrange function of a linear programming problem. As a result, the problem of searching for saddle points of the modified Lagrangian becomes unconstrained (the saddle point is sought with respect to the whole space of primal and dual variables). Theorems on the asymptotic convergence to the desired solution and analogs of the duality theorems for the arising optimization minimax and maximin problems are formulated.

Author keywords:

linear programming; duality; inner penalty functions

DOI:

10.1134/S0081543813090058

Web of Science ID:

ISI:000327079000005

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
ORCID-Numbers	Popov, Leonid/0000-0001-8914-3347
Funding-Acknowledgement	Russian Foundation for Basic Research {[}10-01-00273]; Presidium of the Ural Branch of the Russian Academy of Sciences {[}12-P-1-1016, 12-S-1-1017/1, 12-P-1-1023, 12-P-1-1034]
Funding-Text	This work was supported by the Russian Foundation for Basic Research (project no. 10-01-00273) and by the Presidium of the Ural Branch of the Russian Academy of Sciences (project nos. 12-P-1-1016, 12-S-1-1017/1, 12-P-1-1023, and 12-P-1-1034).
Number-of-Cited-References	9
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	7
Journal-ISO	Proc. Steklov Inst. Math.
Doc-Delivery-Number	253IT