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

被引:0
|
作者
Skarin, V. D. [1 ,2 ]
机构
[1] Russian Acad Sci, Ural Branch, Inst Math & Mech, Phys Mat, Ekaterinburg, Russia
[2] Ural Fed Univ, Ekaterinburg, Russia
来源
关键词
convex programming; improper problem; optimal correction; residual method; penalty function methods;
D O I
10.21538/0134-4889-2016-22-3-231-243
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 which the 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.
引用
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页码:231 / 243
页数:13
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