A Demyanov-type modification for generalized linear programming
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Authors
Lawphongpanich, Siriphong
Hearn, Donald W.
Subjects
Linear Programming
Lagrangian Dual
Decomposition
Subgradient
Lagrangian Dual
Decomposition
Subgradient
Advisors
Date of Issue
1987-12
Date
1987-12
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
Hern and Lawphongpanich (1987) studied the properties 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.
Type
Technical Report
Description
Series/Report No
Department
Operations Research
Organization
Operations Research (OR)
Graduate School of Operational and Information Sciences (GSOIS)
Identifiers
NPS Report Number
NPS-55-87-016
Sponsors
Supported in part by the Foundation Research
Program of the Naval Postgraduate School with funds provided by the Chief of
Naval Research and the National Science Foundation.
Funder
N0001487WRE011
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.