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 language | English |
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Pages (from-to) | 302-317 |
Number of pages | 16 |
Journal | The ANZIAM Journal |
Volume | 62 |
Issue number | 3 |
DOIs | |
Publication status | Published - Jul 2020 |
Keywords
- ill-posed linear programming problems
- approximate data
- pointwise residual method
- primal linear programming problems
- dual linear programming problems