Linear-quadratic programming and its application to data correction of improper linear programming problems

The problem of maximizing a linear function with linear and quadratic constraints is considered. The solution of the problem is obtained in a constructive form using the Lagrange function and the optimality conditions. Many optimization problems can be reduced to the problem of this type. In this pa...

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Bibliographic Details
Published in:Open computer science Vol. 10; no. 1; pp. 48 - 55
Main Authors: Gorelik, Victor, Zolotova, Tatiana
Format: Journal Article
Language:English
Published: De Gruyter Open 24.02.2020
De Gruyter
Subjects:
data correction
improper problem
linear programming
quadratic programming
ISSN:2299-1093, 2299-1093
Online Access:Get full text
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Summary:The problem of maximizing a linear function with linear and quadratic constraints is considered. The solution of the problem is obtained in a constructive form using the Lagrange function and the optimality conditions. Many optimization problems can be reduced to the problem of this type. In this paper, as an application, we consider an improper linear programming problem formalized in the form of maximization of the initial linear criterion with a restriction to the Euclidean norm of the correction vector of the right-hand side of the constraints or the Frobenius norm of the correction matrix of both sides of the constraints.
ISSN:2299-1093
2299-1093
DOI:10.1515/comp-2020-0005