| Article ID: | iaor19931546 |
| Country: | United Kingdom |
| Volume: | 30 |
| Start Page Number: | 204 |
| End Page Number: | 208 |
| Publication Date: | Jan 1990 |
| Journal: | USSR Computational Mathematics and Mathematical Physics |
| Authors: | Morozov V.A., Vasilyev F.P. |
The discrepancy method for the linear programming problem and its dual, with approximate data given in interval form, is considered. The method reduces to a regularized family of problems of the original type. The estimates obtained of the method’s rates of convergence are of the same order as the order of the error levels of the input data.