A Demyanov-type modification for generalized linear programming
By: Siriphong Lawphongpanich, Donald W. Hearn
Contributors: Hearn, D. W. (Donald W.); Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1987
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Subjects: DIRECTION FINDING; LINEAR PROGRAMMING
Other titles: NPS-55-87-016.
Description: The properties were studied of the direction formed by taking the difference of two      successive dual iterates of generalized linear programming (GLP), and pointed out that this      direction is also solution to an associated direction finding problem. This study shows that this      direction finding problem belongs to a new class of direction finding problems and propose a      modification of GLP in which its original direction finding problems is replaced by another in      this new class. This new direction finding problem is similar to the one used by Demyanov for      minimax problems and guarantees an ascent direction for the dual function. Finally, we state      and prove the convergence for the modified GLP. Keywords: Linear programming;      Decomposition; Lagrangian dual; Subgradient.
Notes: Cover title.

"NPS-55-87-016."

"December 1987."

AD-A188 959.

Includes bibliographical references.

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