Abstract:
The residual method, which is one of the standard regularization procedures for ill-posed optimization problems, is applied to a convex programming problem. The connection between this method and the regularized Lagrange function method is investigated in the case of optimal correction of improper problems of convex programming. This approach allows one to decrease the number of impropriety classes to be analyzed. Conditions are formulated and convergence estimates of the method are established.
Citation:
V. D. Skarin, “On the application of a regularization method for the correction of improper problems of convex programming”, Trudy Inst. Mat. i Mekh. UrO RAN, 18, no. 3, 2012, 230–241; Proc. Steklov Inst. Math. (Suppl.), 283, suppl. 1 (2013), 126–138
\Bibitem{Ska12}
\by V.~D.~Skarin
\paper On the application of a~regularization method for the correction of improper problems of convex programming
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2012
\vol 18
\issue 3
\pages 230--241
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\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2013
\vol 283
\issue , suppl. 1
\pages 126--138
\crossref{https://doi.org/10.1134/S0081543813090137}
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Linking options:
https://www.mathnet.ru/eng/timm857
https://www.mathnet.ru/eng/timm/v18/i3/p230
This publication is cited in the following 6 articles:
V. D. Skarin, “The method of penalty functions and regularization in the analysis of improper convex programming problems”, Proc. Steklov Inst. Math. (Suppl.), 305, suppl. 1 (2019), S166–S177
V. D. Skarin, “On the construction of regularizing algorithms for the correction of improper convex programming problems”, Proc. Steklov Inst. Math. (Suppl.), 303, suppl. 1 (2018), S203–S212
V. D. Skarin, “On the choice of parameters in the residual method for optimal correction of improper problems of convex optimization”, Proc. Steklov Inst. Math. (Suppl.), 299, suppl. 1 (2017), 191–204
Vladimir D. Skarin, Lecture Notes in Computer Science, 9869, Discrete Optimization and Operations Research, 2016, 441
V. D. Skarin, “On the application of the residual method for the correction of inconsistent problems of convex programming”, Proc. Steklov Inst. Math. (Suppl.), 289, suppl. 1 (2015), 182–191
V. D. Skarin, “Ob optimalnoi korrektsii protivorechivykh zadach vypuklogo programmirovaniya”, Tr. IMM UrO RAN, 19, no. 2, 2013, 267–274