EXTENSIONS OF THE MULTIPLICATIVE PENALTY FUNCTION METHOD FOR LINEAR PROGRAMMING
نویسندگان
چکیده
منابع مشابه
Extensions of the Multiplicative Penalty Function Method for Linear Programming
We shall extend Iri's multiplicative penalty function method for linear programming [41 so that it can handle the problem of unknown optimum value of the objective function, without solving both primal and dual problems simultaneously, and generate convergent dual solutions. By making use of these dual variables, lower bounds of the optimum objective function value are updated efficiently, whic...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 1987
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.30.160