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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2016, Volume 22, Number 3, Pages 231–243
DOI: https://doi.org/10.21538/0134-4889-2016-22-3-231-243 (Mi timm1339) 		 
This article is cited in 1 scientific paper (total in 1 paper)

On the choice of parameters in the residual method for optimal correction of improper problems of convex optimization

V. D. Skarinab

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg
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DOI: https://doi.org/10.21538/0134-4889-2016-22-3-231-243
Abstract: For the correction of improper problems of convex programming, the residual method is used,which is the standard regularization procedure for ill-defined optimization models.We propose new iterative implementations of the residual method, in whichthe constraints of the problem are included by means of penalty functions.New convergence conditions are established for algorithmic schemes,and bounds are found for the approximation error.
Keywords: convex programming, improper problem, optimal correction, residual method, penalty function methods.
Funding agency Grant number
Russian Science Foundation 14-11-00109
Received: 15.02.2016
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2017, Volume 299, Issue 1, Pages 191–204
DOI: https://doi.org/10.1134/S0081543817090218
Bibliographic databases:
Document Type: Article
UDC: 519.853
MSC: 90С25, 90С46
Language: Russian
Citation: V. D. Skarin, “On the choice of parameters in the residual method for optimal correction of improper problems of convex optimization”, Trudy Inst. Mat. i Mekh. UrO RAN, 22, no. 3, 2016, 231–243; Proc. Steklov Inst. Math. (Suppl.), 299, suppl. 1 (2017), 191–204
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
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