Abstract
We propose a modification of B. N. Pshenichnyi's method of linearization for solving mathematical programming problems on a simple set of “parallelepiped” type. We study in detail the computational aspects and the efficiency of the approach in question. Two tables. Bibliography: 3 titles.
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Literature cited
B. T. Polyak,Introduction to Optimization [In Russian], Nauka, Moscow (1983).
B. N. Pshenichnyi,The Method of Linearization [in Russian], Nauka, Moscow (1983).
V. A. Skokov, “A computational experiment in solving nonlinear programming problems,” in:Mathematical Methods of Solving Problems of Economics [in Russian], Nauka, Moscow (1977), pp. 51–69.
Additional information
Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 30, 1989, pp. 24–28.
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Shcherbina, Y.N., Golub, B.M. A modification of the method of linearization for solving a mathematical programming problem on a simple set of “parallelepiped” type. J Math Sci 63, 321–326 (1993). https://doi.org/10.1007/BF01255736
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DOI: https://doi.org/10.1007/BF01255736