M.N. Belozyorov1, E.A. Kalashnikov2
1 Sberbank of Russia PJSC (Moscow, Russia)
2 National Research Technological University «MISIS» (Moscow, Russia)

1 mnbelozyorov@gmail.com, 2 e.a.kalashnikov@mail.ru

Optimization problems based on numerical linear programming methods are used in various sectors of the economy. At the same time, there are a number of difficulties associated with this method. For example, an increase in the number of variables and constraints complicates the analysis; contradictory constraints require adjustment, etc.

The purpose of the research is to develop approaches to finding optimal solutions in high-dimensional linear programming problems based on the theory of duality.

The approaches have been proposed taking into account technological options and their subsets with the solution of a dual problem for an optimized matrix. The duality method is a powerful tool for solving optimization problems of high-dimensional linear programming. Solving a dual problem reduces computational complexity and simplifies analysis, as well as accelerates algorithm convergence.

Belozyorov M.N., Kalashnikov E.A. Approaches to finding optimal solutions in high-dimensional problems using duality theory. Neurocomputers. 2026. V. 28. № 1. P. 32–37. DOI: https://doi.org/10.18127/j19998554-202601-03 (in Russian)

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