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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2013 Volume 19, Number 4, Pages 231–240 (Mi timm1017)

This article is cited in 7 papers

On the stable sequential Lagrange principle in convex programming and its application for solving unstable problems

M. I. Sumin

N. I. Lobachevski State University of Nizhni Novgorod, Faculty of Mechanics and Mathematics

Abstract: The convex programming problem in a Hilbert space with an operator equality constraint and a finite number of functional inequality constraints is considered. The Lagrange principle stable with respect to errors in the initial data is proved for this problem in a sequential nondifferential form. The possibility of its application for solving unstable optimization problems and inverse problems is discussed.

Keywords: convex programming, sequential optimization, parametric problem, Lagrange principle in non-differential form, Kuhn–Tucker theorem, duality, regularization, perturbation method, optimal control, inverse problem.

UDC: 519.853.3+517.977

Received: 10.04.2013



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