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

Trudy Inst. Mat. i Mekh. UrO RAN, 2012 Volume 18, Number 3, Pages 230–241 (Mi timm857)

This article is cited 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.

UDC: 519.853

Received: 10.03.2012


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2013, 283, suppl. 1, 126–138

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