The stabilization method for lexicographical linear programing problemстатья
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Аннотация:Problem of sequential minimization, formulated as multistage lexicographic problem with exactly assigned multitude is considered. The solution is performed with the help of the Tikhonov stabilization method. New method for abatement selection is proposed; the method convergence is proved by function and argument; evaluations of the method convergence velocity are presented. The abatement method selection is based on the existence of the Lagrangian function saddle point of linear programing problem. It is noted that the method proposed makes it possible to determine not all the multitudes but their sequential approximations and to solve general minimization problem at the last stage. It is possible by solving the problem to apply simplex and other methods, included in standard program packages for linear programing.