This article is cited in 1 paper

Using feedback functions in linear programming problems

A. E. Umnov, E. A. Umnov

Moscow Institute of Physics and Technology, Dolgoprudnyi, Moscow oblast, 141700 Russia

Abstract: A scheme for solving linear programming problems based on the use of auxiliary functions that implement feedback in the system of constraints imposed on the variables to be found and on the Lagrange multipliers is proposed. The validity of the proposed approach is proved.

Key words: linear program, penalty function method, feedback functions, modified Lagrangian function, regularization.

UDC: 519.8

Received: 25.03.2019
Revised: 02.04.2019
Accepted: 10.06.2019

DOI: 10.1134/S0044466919100144

 English version: Computational Mathematics and Mathematical Physics, 2019, 59:10, 1626–1638

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