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Discrepancy method for the lexicographic linear programming problem

  • Numerical Methods in Modeling
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Abstract

The discrepancy method is proposed for the lexicographic linear programming problem with inexact input data. The convergence of the method is analyzed, and a bound on rate of convergence by function and by argument is obtained.

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Authors
  1. F. P. Vasil'ev
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  2. M. Yachimovich
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Additional information

Translated from Matematicheskoe Modelirovanie i Reshenie Obratnykh Zadach. Matematicheskoi Fiziki, pp. 82–92, 1993.

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Vasil'ev, F.P., Yachimovich, M. Discrepancy method for the lexicographic linear programming problem. Comput Math Model 6, 31–38 (1995). https://doi.org/10.1007/BF01128154

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  • DOI: https://doi.org/10.1007/BF01128154

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