An estimate of the rate of convergence of the discrepancy method for a linear programming problem with approximate data
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 8, pp. 1257-1262
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The discrepancy method for the linear programming problem and its dual, with approximate data given in interval form, is considered. The method reduces to a regularized family of problems of the original type. The estimates obtained of the method's rates of convergence are of the same order as the order of the error levels of the input data.
@article{ZVMMF_1990_30_8_a12,
author = {F. P. Vasil'ev and A. Yu. Ivanitskii and V. A. Morozov},
title = {An estimate of the rate of convergence of the discrepancy method for a~linear programming problem with approximate data},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1257--1262},
year = {1990},
volume = {30},
number = {8},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_8_a12/}
}
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F. P. Vasil'ev; A. Yu. Ivanitskii; V. A. Morozov. An estimate of the rate of convergence of the discrepancy method for a linear programming problem with approximate data. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 8, pp. 1257-1262. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_8_a12/
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