О ПРИМЕНЕНИИ МЕТОДА НЕВЯЗКИ ДЛЯ КОРРЕКЦИИ ПРОТИВОРЕЧИВЫХ ЗАДАЧ ВЫПУКЛОГО ПРОГРАММИРОВАНИЯ

Translated title of the contribution: On the application of the residual method for the correction of inconsistent problems of convex programming

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Abstract

For the correction of a convex programming problem with potentially inconsistent constraint system (an improper problem), we apply the residual method, which is a standard regularization procedure for ill-posed optimization models. Further, a problem statement typical for the residual method is reduced to the minimization problem for an appropriate penalty function. We apply two classical penalty functions: the quadratic penalty function and the Eremin-Zangwill exact penalty function. For each of the approaches, we establish convergence conditions and estimates for the approximation error.
Translated title of the contributionOn the application of the residual method for the correction of inconsistent problems of convex programming
Original languageRussian
Pages (from-to)268-276
Number of pages9
JournalТруды института математики и механики УрО РАН
Volume20
Issue number2
Publication statusPublished - 2014

GRNTI

  • 27.00.00 MATHEMATICS

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