An estimate of the convergence rate for the linear programming quasisolution method

MaRDI QIDQ810367zbMATH OpenFDO

Authors F. P. Vasil'ev

Publication date 1991

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

estimation of the convergence ratequasisolutionsregularization methodstabilizing function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05)

Review text

The author considers the linear programming problem \(f(x)=<c,x>\to \inf\), \(x\in X\), where X is a polyhedron described by \(X=(x\in R^ n_+:\) \(<a_ i,x>\leq b_ i\), \(i=1,...,m\); \(<a_ i,x>=b_ i\), \(i=m+1,...,s).\) When instead of the data c, \(a_ i\) and \(b_ i\), \(i=1,2,...,s\), some approximations are given, then the problem may become unstable in general. Therefore the linear programming problem must first be regularized. Such a regularization method of the quasisolutions is proposed. The stabilizing function chosen in the article is \(\Omega (x)=x_ 1+x_ 2+...+x_ n\), \(x\in R^ n_+\).

Recommendations

• Estimate of the rate of convergence of the regularization method for solving the linear programming problem
• scientific article; zbMATH DE number 4185391
• The problem of linear programming with approximate data
• On the stability of regularization methods in linear programming.
• scientific article; zbMATH DE number 4174656

Cited in

(11)

• A proportioning based algorithm with rate of convergence for bound constrained quadratic programming
• On minimization of upper bound for the convergence rate of the QHSS iteration method
• scientific article; zbMATH DE number 4174656 (Why is no real title available?)
• scientific article; zbMATH DE number 3876491 (Why is no real title available?)
• Estimate of the rate of convergence of the regularization method for solving the linear programming problem
• The problem of linear programming with approximate data
• scientific article; zbMATH DE number 4049378 (Why is no real title available?)
• scientific article; zbMATH DE number 4052900 (Why is no real title available?)
• scientific article; zbMATH DE number 4185391 (Why is no real title available?)
• On the stability of regularization methods in linear programming.
• On a mathematical programming problem with approximately specified information

This page was built for publication: An estimate of the convergence rate for the linear programming quasisolution method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q810367)