Linear superiorization for infeasible linear programming

DOI10.1007/978-3-319-44914-2_2MaRDI QIDQ3133197zbMATH OpenOpenAlexFDO

Authors Yehuda Zur, Yair Censor

Publication date 13 February 2018

Published in Discrete Optimization and Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.06997

zbMATH Keywords

perturbation resiliencesuperiorizationproximity functionsimultaneous projection algorithmfeasibility-seekingcimmino methodinfeasible linear programming

Mathematics Subject Classification ID

Linear programming (90C05)

Abstract: Linear superiorization (abbreviated: LinSup) considers linear programming (LP) problems wherein the constraints as well as the objective function are linear. It allows to steer the iterates of a feasibility-seeking iterative process toward feasible points that have lower (not necessarily minimal) values of the objective function than points that would have been reached by the same feasiblity-seeking iterative process without superiorization. Using a feasibility-seeking iterative process that converges even if the linear feasible set is empty, LinSup generates an iterative sequence that converges to a point that minimizes a proximity function which measures the linear constraints violation. In addition, due to LinSup's repeated objective function reduction steps such a point will most probably have a reduced objective function value. We present an exploratory experimental result that illustrates the behavior of LinSup on an infeasible LP problem.

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Cited in

(4)

• A generalized projection-based scheme for solving convex constrained optimization problems
• Approximate solutions of common fixed point problems with infinitely many operators
• An analysis of the superiorization method via the principle of concentration of measure
• Can linear superiorization be useful for linear optimization problems?

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