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

Trudy Inst. Mat. i Mekh. UrO RAN, 2016 Volume 22, Number 3, Pages 231–243 (Mi timm1339)

This article is cited in 1 paper

On the choice of parameters in the residual method for optimal correction of improper problems of convex optimization

V. D. Skarinab

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg

Abstract: For the correction of improper problems of convex programming, the residual method is used,which is the standard regularization procedure for ill-defined optimization models.We propose new iterative implementations of the residual method, in whichthe constraints of the problem are included by means of penalty functions.New convergence conditions are established for algorithmic schemes,and bounds are found for the approximation error.

Keywords: convex programming, improper problem, optimal correction, residual method, penalty function methods.

UDC: 519.853

MSC: 90С25, 90С46

Received: 15.02.2016

DOI: 10.21538/0134-4889-2016-22-3-231-243


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2017, 299, suppl. 1, 191–204

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