Extragradient Method for Correction of Inconsistent Linear Programming Problems
- Авторы: Artem’eva L.A.1, Vasil’ev F.P.1, Potapov M.M.1
-
Учреждения:
- Faculty of Computational Mathematics and Cybernetics, Moscow State University
- Выпуск: Том 58, № 12 (2018)
- Страницы: 1919-1925
- Раздел: Article
- URL: https://journal-vniispk.ru/0965-5425/article/view/180262
- DOI: https://doi.org/10.1134/S0965542518120163
- ID: 180262
Цитировать
Аннотация
For a pair of dual inconsistent linear programming problems, the existence and uniqueness of a correction vector that is optimal in the norm is proved. It is shown that the correction problem is reduced to the problem of finding a saddle point of a regularized Lagrange function. A modified extragradient method is proposed for solving the latter problem, and its convergence is proved.
Об авторах
L. Artem’eva
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Автор, ответственный за переписку.
Email: artemieva.luda@gmail.com
Россия, Moscow, 119991
F. Vasil’ev
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Автор, ответственный за переписку.
Email: vasiliev.fp@gmail.com
Россия, Moscow, 119991
M. Potapov
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Автор, ответственный за переписку.
Email: mmpotapovrus@gmail.com
Россия, Moscow, 119991
Дополнительные файлы
