RUS  ENG
Full version
JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2009 Volume 15, Number 4, Pages 234–250 (Mi timm440)

This article is cited in 1 paper

Approximation and regularization properties of augmented penalty functions in convex programming

V. D. Skarin

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences

Abstract: The possibilities of using augmented penalty functions for the regularization and optimal correction of convex programming problems are investigated. Convergence conditions are formulated for the corresponding methods and an iteration algorithm for a linear optimization problem is proposed.

Keywords: convex programming, augmented penalty functions, improper problem, ill-posed problem, optimal correction, regularization method.

UDC: 519.853

Received: 25.05.2009


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2010, 269, suppl. 1, S266–S284

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024