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LEADER: 02035nam 2200325 a 4500
001 ocn640478775
005 20100714094240.8
008 970606s1987 caua b f000|0 eng d
035 $a
035 $a
040 $aCMontNP$cCMontNP
086 0 $aD 208.14/2:NPS-55-87-016
100 1 $aLawphongpanich, Siriphong,$d1956-
245 12 $aA Demyanov-type modification for generalized linear programming /$cSiriphong Lawphongpanich, Donald W. Hearn.
260 $aMonterey, Calif. :$bNaval Postgraduate School ;$aSpringfield, Va. :$bAvailable from National Technical Information Service,$c[1987]
300 $a1 v. (various pagings) :$bill. ;$c28 cm.
500 $aCover title.
500 $a"NPS-55-87-016."
500 $a"December 1987."
500 $aAD-A188 959.
504 $aIncludes bibliographical references.
520 $aThe 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.
650 4 $aDIRECTION FINDING.
650 4 $aLINEAR PROGRAMMING.
700 1 $aHearn, D. W.$q(Donald W.)
710 2 $aNaval Postgraduate School (U.S.).$bDept. of Operations Research.
740 0 $aNPS-55-87-016.
592 $aaq/aq cc:9116 06/06/97
926 $aNPS-LIB$bDIGIPROJ$cD 208.14/2:NPS-55-87-016$dBOOK$eNEVER$f1
926 $aNPS-LIB$bFEDDOCS$cD 208.14/2:NPS-55-87-016$dBOOK$f2