Accession Number : ADA188959

Title :   A Demyanov-Type Modification for Generalized Linear Programming.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA UNIV GAINESVILLE DEPT OF INDUSTRIAL AND SYSTEMS ENGINEERING

Personal Author(s) : Lawphongpanich, Siriphong ; Hearn, Donald W

PDF Url : ADA188959

Report Date : Dec 1987

Pagination or Media Count : 28

Abstract : 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.

Descriptors :   *DIRECTION FINDING, *LINEAR PROGRAMMING, DECOMPOSITION, LAGRANGIAN FUNCTIONS, ITERATIONS, MINIMAX TECHNIQUE

Subject Categories : Direction Finding
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE