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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
Article
  • 3 Downloads

Abstract

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.

Keywords:

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

Notes

ACKNOWLEDGMENTS

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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