An exact nonsmooth penalty approach for a special class of linear programs
Research output: Contribution to book/Conference proceedings/Anthology/Report › Conference contribution › Contributed › peer-review
Contributors
Abstract
We study a linear programming problem whose number of constraints is much higher than the number of variables. Under some restrictions on the problem data, we show that the problem is equivalent to the maximization of a concave nonsmooth penalty function under nonnegativity constraints with a penalty parameter that can be easily determined. Moreover, after transforming the latter program into an unconstrained maximization problem, we suggest the use of supergradient algorithms with space transformation. By means of randomly generated test problems with a very large number of constraints, the viability and efficiency of this approach is demonstrated.
Details
Original language | English |
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Title of host publication | 2023 5th International Conference on Problems of Cybernetics and Informatics (PCI) |
Place of Publication | Baku, Azerbaijan |
Publisher | IEEE Xplore |
Number of pages | 3 |
ISBN (electronic) | 979-8-3503-1906-4 |
Publication status | Published - 2023 |
Peer-reviewed | Yes |
Conference
Title | 5th International Conference on Problems of Cybernetics and Informatics |
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Abbreviated title | PCI 2023 |
Conference number | 5 |
Duration | 28 - 30 August 2023 |
Degree of recognition | International event |
City | Baku |
Country | Azerbaijan |
External IDs
Scopus | 85179882836 |
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Mendeley | 28c38bae-31cf-3ec9-b278-b66b8825b8f9 |
Keywords
DFG Classification of Subject Areas according to Review Boards
Subject groups, research areas, subject areas according to Destatis
Sustainable Development Goals
ASJC Scopus subject areas
Keywords
- GNU Octave, linear programming, nonsmooth penalty method, r-algorithm