Minimum-Euclidean-norm matrix correction for a pair of dual linear programming problems

For a pair of dual (possibly improper) linear programming problems, a family of matrix corrections is studied that ensure the existence of given solutions to these problems. The case of correcting the coefficient matrix and three cases of correcting an augmented coefficient matrix (obtained by addin...

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Veröffentlicht in:	Computational mathematics and mathematical physics Jg. 57; H. 11; S. 1757 - 1770
Hauptverfasser:	Volkov, V. V., Erokhin, V. I., Krasnikov, A. S., Razumov, A. V., Khvostov, M. N.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Moscow Pleiades Publishing 01.11.2017 Springer Nature B.V
Schlagworte:	Computational Mathematics and Numerical Analysis Linear programming Mathematics Mathematics and Statistics Matrix methods Simplex method Uniqueness improper linear programming problems minimal matrix correction dual pair of linear programming problems inverse linear programming problems Euclidean norm
ISSN:	0965-5425, 1555-6662
Online-Zugang:	Volltext
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