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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2010, Volume 16, Number 3, Pages 265–275
(Mi timm598)
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This article is cited in 2 scientific papers (total in 2 papers)
On one general approach to the optimal correction of improper convex programming problems
V. D. Skarin Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
A method of optimal correction of improper convex programming problems is suggested, which is based on using a Lagrange function regularized in both variables. This approach is independent of the kind of impropriety of the original problem. Conditions are formulated and estimates are established for the convergence of the method.
Keywords:
convex programming, improper problem, optimal correction, regularized Lagrange function.
Received: 01.03.2010
Citation:
V. D. Skarin, “On one general approach to the optimal correction of improper convex programming problems”, Trudy Inst. Mat. i Mekh. UrO RAN, 16, no. 3, 2010, 265–275
Linking options:
https://www.mathnet.ru/eng/timm598 https://www.mathnet.ru/eng/timm/v16/i3/p265
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