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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2012, Volume 18, Number 3, Pages 230–241
(Mi timm857)
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This article is cited in 6 scientific papers (total in 6 papers)
On the application of a regularization method for the correction of improper problems of convex programming
V. D. Skarinab a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
b Ural Federal University
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.
Keywords:
convex programming, improper problem, optimal correction, residual method, regularized Lagrange function.
Received: 10.03.2012
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
Linking options:
https://www.mathnet.ru/eng/timm857 https://www.mathnet.ru/eng/timm/v18/i3/p230
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