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Duality and Correction of Inconsistent Constraints for Improper Linear Programming Problems

  • L. D. Popov
  • V. D. Skarin
Article
  • 17 Downloads

Abstract

We continue the study of approximation properties of alternative duality schemes for improper problems of linear programming. The schemes are based on the use of the classical Lagrange function regularized simultaneously in primal and dual variables. The earlier results on the connection of its saddle points with the lexicographic correction of the right-hand sides of constraints in improper problems of the first and second kind are transferred to a more general type of improperness. Convergence theorems are presented and an informal interpretation of the obtained generalized solution is given.

Keywords

linear programming duality improper problems generalized solutions regularization and penalty methods. 

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Copyright information

© Pleiades Publishing, Ltd. 2017

Authors and Affiliations

  1. 1.Krasovskii Institute of Mathematics and MechanicsUral Branch of the Russian Academy of SciencesYekaterinburgRussia
  2. 2.Ural Federal UniversityYekaterinburgRussia

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