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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2015, Number 1, Pages 14–28
(Mi ivm8962)
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This article is cited in 1 scientific paper (total in 1 paper)
Stable Lagrange principle in sequential form for the problem of convex programming in uniformly convex space and its applications
A. A. Gorshkov, M. I. Sumin Chair of Function Theory, Nizhni Novgorod State University, 23 Gagarin Ave., Nizhni Novgorod, 603950 Russia
Abstract:
We consider the convex programming problem in a reflexive space with operator equality constraint and finite number of functional inequality constraints. For this problem we prove the stable with respect to the errors in the initial data Lagrange principle in sequential nondifferential form. It is shown that the sequential approach and dual regularization significantly expand a class of optimization problems that can be solved on a base of the classical design of the Lagrange function. We discuss the possibility of its applicability for solving unstable optimization problems.
Keywords:
convex programming, sequential optimization, Lagrange principle, stability, duality, regularization, optimal boundary control.
Received: 26.06.2013
Citation:
A. A. Gorshkov, M. I. Sumin, “Stable Lagrange principle in sequential form for the problem of convex programming in uniformly convex space and its applications”, Izv. Vyssh. Uchebn. Zaved. Mat., 2015, no. 1, 14–28; Russian Math. (Iz. VUZ), 59:1 (2015), 11–23
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https://www.mathnet.ru/eng/ivm8962 https://www.mathnet.ru/eng/ivm/y2015/i1/p14
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Abstract page: | 446 | Full-text PDF : | 67 | References: | 68 | First page: | 23 |
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