| Article ID: | iaor19921504 |
| Country: | United Kingdom |
| Volume: | 29 |
| Start Page Number: | 216 |
| End Page Number: | 219 |
| Publication Date: | Dec 1989 |
| Journal: | USSR Computational Mathematics and Mathematical Physics |
| Authors: | Vasilyev F.P., Yachimovich M. |
| Keywords: | computational analysis |
The regularization method for a linear programming problem with inexact initial data is considered. The method produces a family of auxiliary problems, which are also linear programming problems. An estimate of the rate of convergence of the regularization method is derived.