Abstract:
The paper is concerned with search for an optimal solution of the functional linear programming problem. The initial problem is reduced to that of finding the distance between two non-intersecting convex sets. The latter problem is solved by a modification of the method of sequential projecting. The problem of projecting into one of the sets is the decomposed into a desired number of independent subproblems and that of projecting onto another is solved in a finite from. Results of a numerical experiment are given.
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