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Dal'nevostochnyi Matematicheskii Zhurnal, 2015, Volume 15, Number 1, Pages 53–60
(Mi dvmg298)
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This article is cited in 4 scientific papers (total in 4 papers)
The Lagrange multiplier method in the finite convex programming problem
A. Zhiltsov, R. V. Namm Far Eastern State Transport University
Abstract:
In this paper we investigate the possibility of using the modified Lagrange's function for solving of a finite-dimensional convex programming problem. Convergence of the modified duality method is proved under the most general assumptions concerning of initial problem.
Key words:
Lagrange multiplier method, convex optimization, finite convex programming.
Received: 13.10.2014
Citation:
A. Zhiltsov, R. V. Namm, “The Lagrange multiplier method in the finite convex programming problem”, Dal'nevost. Mat. Zh., 15:1 (2015), 53–60
Linking options:
https://www.mathnet.ru/eng/dvmg298 https://www.mathnet.ru/eng/dvmg/v15/i1/p53
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