Computational Mathematics and Mathematical Physics

, Volume 58, Issue 12, pp 1919–1925 | Cite as

Extragradient Method for Correction of Inconsistent Linear Programming Problems

  • L. A. Artem’evaEmail author
  • F. P. Vasil’evEmail author
  • M. M. PotapovEmail author


For a pair of dual inconsistent linear programming problems, the existence and uniqueness of a correction vector that is optimal in the norm is proved. It is shown that the correction problem is reduced to the problem of finding a saddle point of a regularized Lagrange function. A modified extragradient method is proposed for solving the latter problem, and its convergence is proved.


linear programming duality correction problem Lagrange function saddle point extragradient method regularization convergence 



This work was supported by the Russian Science Foundation, project no. 14-11-00539.


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Copyright information

© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  1. 1.Faculty of Computational Mathematics and Cybernetics, Moscow State UniversityMoscowRussia

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