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