Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Izv. Vyssh. Uchebn. Zaved. Mat.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2019, Number 7, Pages 48–64
DOI: https://doi.org/10.26907/0021-3446-2019-7-48-64
(Mi ivm9482)
 

This article is cited in 5 scientific papers (total in 5 papers)

Penalty method with descent for problems of convex optiization

I. V. Konnov

Kazan Federal University, 18 Kremlyovskaya str., Kazan, 420008 Russia
Full-text PDF (408 kB) Citations (5)
References:
Abstract: We propose a penalty method for general convex constrained optimization problems, where each auxiliary penalized problem is replaced with an equivalent mixed variational inequality problem. This allows one to keep the decomposable structure of the initial problem and to simplify the direction finding subproblem. A gap function is utilized for evaluation of solution accuracy of the auxiliary penalized problem. Convergence of the method in primal and dual variables is established under rather weak assumptions.
Keywords: convex optimization problem, non-linear constraints, penalty method, descent method, decomposition.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 1.460.2016/1.4
1.12878.2018/12.1
Russian Foundation for Basic Research 16-01-00408_a
Received: 06.06.2018
Revised: 18.07.2018
Accepted: 26.09.2018
English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2019, Volume 63, Issue 7, Pages 41–55
DOI: https://doi.org/10.3103/S1066369X19070053
Bibliographic databases:
Document Type: Article
UDC: 519.85
Language: Russian
Citation: I. V. Konnov, “Penalty method with descent for problems of convex optiization”, Izv. Vyssh. Uchebn. Zaved. Mat., 2019, no. 7, 48–64; Russian Math. (Iz. VUZ), 63:7 (2019), 41–55
Citation in format AMSBIB
\Bibitem{Kon19}
\by I.~V.~Konnov
\paper Penalty method with descent for problems of convex optiization
\jour Izv. Vyssh. Uchebn. Zaved. Mat.
\yr 2019
\issue 7
\pages 48--64
\mathnet{http://mi.mathnet.ru/ivm9482}
\crossref{https://doi.org/10.26907/0021-3446-2019-7-48-64}
\transl
\jour Russian Math. (Iz. VUZ)
\yr 2019
\vol 63
\issue 7
\pages 41--55
\crossref{https://doi.org/10.3103/S1066369X19070053}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000482827900005}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85070973275}
Linking options:
  • https://www.mathnet.ru/eng/ivm9482
  • https://www.mathnet.ru/eng/ivm/y2019/i7/p48
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Известия высших учебных заведений. Математика Russian Mathematics (Izvestiya VUZ. Matematika)
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024