The Method of Displacement of Elastic Constraints

Abstract

The present chapter contains an exposition of numerical methods of calculating solutions to linear programming problems which are based on the idea of displacing elastic constraints. A general property of these methods is the optimality conditions for finite values of the penalty para-optimality conditions or finite values of the penalty parameter which defines the degree of resilience (elasticity) of the constraints. The essentials of the methods expounded below consist in the following.