Matrix Correction Minimal with respect to the Euclidean Norm of a Pair of Dual Linear Programming Problems
نویسندگان
چکیده
The paper presents problem formulations, theorems and illustrative numerical examples describing conditions for the existence and a form of solutions of the problem of matrix correction minimal with respect to the Euclidean norm of a pair of dual linear programming (LP) problems. The main results of the paper complement classical duality theory and can serve as a tool to tackle improper LP problems, and/or to ensure the achievement of prespecified optimal solutions of the primal and dual problems via the minimal with respect to the Euclidean norm correction of the constraint matrix elements, the right-hand sides of the constraints and the objective functions of the original problems.
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