Lexicographic regularization and duality for improper linear programming problems

A new approach to the optimal lexicographic correction of improper linear programming problems is proposed. The approach is based on the multistep regularization of the classical Lagrange function with respect to primal and dual variables simultaneously. The regularized function can be used as a bas...

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Veröffentlicht in:	Proceedings of the Steklov Institute of Mathematics Jg. 295; H. Suppl 1; S. 131 - 144
Hauptverfasser:	Popov, L. D., Skarin, V. D.
Format:	Journal Article Tagungsbericht
Sprache:	Englisch
Veröffentlicht:	Moscow Pleiades Publishing 01.12.2016 Springer Nature B.V
Schlagworte:	Linear programming Mathematics Mathematics and Statistics Numerical stability Regularization generalized solutions linear programming improper problems penalty methods duality regularization
ISSN:	0081-5438, 1531-8605
Online-Zugang:	Volltext
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