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

Trudy Inst. Mat. i Mekh. UrO RAN, 2010 Volume 16, Number 3, Pages 265–275 (Mi timm598)

This article is cited in 2 papers

On one general approach to the optimal correction of improper convex programming problems

V. D. Skarin

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

Abstract: A method of optimal correction of improper convex programming problems is suggested, which is based on using a Lagrange function regularized in both variables. This approach is independent of the kind of impropriety of the original problem. Conditions are formulated and estimates are established for the convergence of the method.

Keywords: convex programming, improper problem, optimal correction, regularized Lagrange function.

UDC: 519.853

Received: 01.03.2010



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