Pointwise residual method for solving primal and dual ill-posed linear programming problems with approximate data

A. Y. Ivanitskiy , V. V. Ejov, F. P Vasilyev

Research output: Contribution to journalArticlepeer-review

Abstract

We propose a variation of the pointwise residual method for solving primal and dual ill-posed linear programming with approximate data, sensitive to small perturbations. The method leads to an auxiliary problem, which is also a linear programming problem. Theorems of existence and convergence of approximate solutions are established and optimal estimates of approximation of initial problem solutions are achieved.

Original languageEnglish
Pages (from-to)302-317
Number of pages16
JournalThe ANZIAM Journal
Volume62
Issue number3
DOIs
Publication statusPublished - Jul 2020

Keywords

  • ill-posed linear programming problems
  • approximate data
  • pointwise residual method
  • primal linear programming problems
  • dual linear programming problems

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