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

Trudy Inst. Mat. i Mekh. UrO RAN, 2023 Volume 29, Number 3, Pages 138–155 (Mi timm2023)

Barriers and symmetric regularization of the Lagrange function in the analysis of improper linear programming problems

L. D. Popovab

a N.N. Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Institute of Mathematics and Computer Science, Ural Federal University, Ekaterinburg

Abstract: In this paper, the author continues his research on the modification and adaptation of classical methods of the central path in order to apply them to the analysis of improper problems of linear programming. In the new constructions presented in the paper, in contrast to those developed earlier, it becomes possible to apply second-order optimization methods. Moreover, there is no need to specify in advance the type of impropriety of the problem being solved. Convergence theorems for the constructed methods are given, a meaningful interpretation of the obtained generalized solution is provided, and the results of numerical experiments are presented.

Keywords: linear programming, improper problems, generalized solutions, barrier function method, regularization.

UDC: 519.658.4

MSC: 90C05, 90C51, 90C53

Received: 26.01.2023
Revised: 09.06.2023
Accepted: 13.06.2023

DOI: 10.21538/0134-4889-2023-29-3-138-155



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