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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2016 Volume 22, Number 3, Pages 200–211 (Mi timm1336)

This article is cited in 2 papers

Duality and correction of inconsistent constraints for improper linear programming problems

L. D. Popovab, V. D. Skarinba

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg

Abstract: We continue the study of approximation properties of alternative duality schemes for improper problems of linear programming. The schemes are based on the use of the classical Lagrange function regularized simultaneously in direct and dual variables. The results on the connection of its saddle points with the lexicographic correction of the right-hand sides of constraints in improper problems of the first and second kind are transferred to a more general type of improperness. Convergence theorems are presented and an informal interpretation is given for the obtained generalized solution.

Keywords: linear programming, duality, improper problems, generalized solutions, regularization, penalty methods.

UDC: 519.658.4

MSC: 90C05, 90C46

Received: 19.02.2016

DOI: 10.21538/0134-4889-2016-22-3-200-211


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2017, 299, suppl. 1, 165–176

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