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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2009, Volume 15, Number 4, Pages 234–250
(Mi timm440)
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This article is cited in 1 scientific paper (total in 1 paper)
Approximation and regularization properties of augmented penalty functions in convex programming
V. D. Skarin Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
The possibilities of using augmented penalty functions for the regularization and optimal correction of convex programming problems are investigated. Convergence conditions are formulated for the corresponding methods and an iteration algorithm for a linear optimization problem is proposed.
Keywords:
convex programming, augmented penalty functions, improper problem, ill-posed problem, optimal correction, regularization method.
Received: 25.05.2009
Citation:
V. D. Skarin, “Approximation and regularization properties of augmented penalty functions in convex programming”, Trudy Inst. Mat. i Mekh. UrO RAN, 15, no. 4, 2009, 234–250; Proc. Steklov Inst. Math. (Suppl.), 269, suppl. 1 (2010), S266–S284
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https://www.mathnet.ru/eng/timm440 https://www.mathnet.ru/eng/timm/v15/i4/p234
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Abstract page: | 314 | Full-text PDF : | 101 | References: | 69 |
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