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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2007 Volume 47, Number 5, Pages 796–816 (Mi zvmmf289)

This article is cited in 19 papers

Regularized dual method for nonlinear mathematical programming

M. I. Sumin

Nizhni Novgorod State University, pr. Gagarina 23, Nizhni Novgorod, 603950, Russia

Abstract: For a nonlinear programming problem with equality constraints in a Hilbert space, a dual-type algorithm is constructed that is stable with respect to input data errors. The algorithm is based on a modified dual of the original problem that is solved directly by applying Tikhonov regularization. The algorithm is designed to determine a norm-bounded minimizing sequence of feasible elements. An iterative regularization of the dual algorithm is considered. A stopping rule for the iteration process is given in the case of a finite fixed error in the input data.

Key words: nonlinear mathematical programming, duality, regularizing algorithm, dual iterative regularization, stopping rule.

UDC: 519.626.2

Received: 24.11.2006


 English version:
Computational Mathematics and Mathematical Physics, 2007, 47:5, 760–779

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