Email this article Extragradient Method for Correction of Inconsistent Linear Programming Problems
- Authors: Artem’eva L.A.1, Vasil’ev F.P.1, Potapov M.M.1
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Affiliations:
- Faculty of Computational Mathematics and Cybernetics, Moscow State University
- Issue: Vol 58, No 12 (2018)
- Pages: 1919-1925
- Section: Article
- URL: https://journals.rcsi.science/0965-5425/article/view/180262
- DOI: https://doi.org/10.1134/S0965542518120163
- ID: 180262
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Abstract
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.
About the authors
L. A. Artem’eva
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Author for correspondence.
Email: artemieva.luda@gmail.com
Russian Federation, Moscow, 119991
F. P. Vasil’ev
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Author for correspondence.
Email: vasiliev.fp@gmail.com
Russian Federation, Moscow, 119991
M. M. Potapov
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Author for correspondence.
Email: mmpotapovrus@gmail.com
Russian Federation, Moscow, 119991
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