Y. G. Evtushenko ,   V. G. Zhadan WSSIAA , Vol.5 , 01.1995 , p. 50-66, language: английский  Аннотация A surjective space transformation technique is used to convert an original dual linear programming problem with equality and inequality constraints into a problem involving only equality constraints. Continuous and discrete versions of the stable gradient projection method are applied to the reduced problem. The numerical methods involve performing inverse transformations. The convergence rate analysis for dual linear programming methods is presented. By choosing a particular exponential space­transformation function we obtain the dual affine scaling algorithm. Variants of methods which have linear local convergence are given.   Полный текст     в формате ps