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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2022, Volume 28, Number 4, Pages 191–200
DOI: https://doi.org/10.21538/0134-4889-2022-28-4-191-200
(Mi timm1962)
 

This article is cited in 1 scientific paper (total in 1 paper)

On parameter control in iterative linear programming methods based on a new class of smooth exterior penalty functions

L. D. Popovab

a N.N. Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg
Full-text PDF (208 kB) Citations (1)
References:
Abstract: New results are presented on the construction of exterior penalty functions of increased smoothness in linear programming and on the construction of iterative methods on their basis with automatic matching of their parameters. New constructions, similarly to interior penalty functions, make it possible to use second-order optimization methods and at the same time do not require knowledge of at least one interior admissible point of the original problem for the start of the operation. Moreover, the new penalty functions can also be applied to improper linear programming problems (problems with inconsistent constraint systems), for which they can produce generalized (compromise) solutions. Convergence theorems are proved and data of numerical experiments are presented.
Keywords: linear programming, improper (ill-posed) problems, generalized solutions, penalty functions method, Newton method.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-02-2022-874
The work was performed as part of research conducted in the Ural Mathematical Center with the financial support of the Ministry of Science and Higher Education of the Russian Federation (Agreement number 075-02-2022-874).
Received: 19.07.2022
Revised: 21.09.2022
Accepted: 26.09.2022
Bibliographic databases:
Document Type: Article
UDC: 519.658.4
MSC: 90C05, 90C51, 90C53
Language: Russian
Citation: L. D. Popov, “On parameter control in iterative linear programming methods based on a new class of smooth exterior penalty functions”, Trudy Inst. Mat. i Mekh. UrO RAN, 28, no. 4, 2022, 191–200
Citation in format AMSBIB
\Bibitem{Pop22}
\by L.~D.~Popov
\paper On parameter control in iterative linear programming methods based on a new class of smooth exterior penalty functions
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2022
\vol 28
\issue 4
\pages 191--200
\mathnet{http://mi.mathnet.ru/timm1962}
\crossref{https://doi.org/10.21538/0134-4889-2022-28-4-191-200}
\elib{https://elibrary.ru/item.asp?id=49866460}
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  • This publication is cited in the following 1 articles:
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