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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2008 Volume 48, Number 1, Pages 80–89 (Mi zvmmf196)

This article is cited in 1 paper

Matrix correction of a dual pair of improper linear programming problems with a block structure

V. I. Erokhin, A. S. Krasnikov

Borisoglebsk State Pedagogical University, ul. Narodnaya 43, Borisoglebsk, 397160, Russia

Abstract: The following problem is considered: how to modify the coefficient matrix of a dual pair of improper linear programs with a block structure so as to make these problems proper and minimize the sum of the squares of the Euclidean norms of the blocks in the correction matrix? Two variants of this problem are examined: (1) all the blocks in the coefficient matrix are modified, and (2) the upper block, which constraints all the primal variables, is left unchanged. Methods are presented for reducing these problems to minimizing quadratic fractional functions subject to linear equality and inequality constraints. The latter problem allows the use of conventional methods for constrained minimization. A numerical example is given.

Key words: improper block linear programs, modifying the coefficient matrix.

UDC: 519.632

Received: 18.06.2007
Revised: 02.07.2007


 English version:
Computational Mathematics and Mathematical Physics, 2008, 48:1, 76–84

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