On the regularized Lagrange principle in the iterative form and its application for solving unstable problems
Matematičeskoe modelirovanie, Tome 28 (2016) no. 11, pp. 3-18.

Voir la notice de l'article provenant de la source Math-Net.Ru

For a convex programming problem in a Hilbert space with an operator equality constraints the resistant to input data errors Lagrange principle in sequential non-differential form or, in other words, the regularized Lagrange principle in iterative form is proved. The possibility of the applicability of it for direct solving of unstable inverse problems is discussed. As an example of such problem we consider the problem of finding the normal solution of the Fredholm integral equation of the 1st kind. The results of numerical calculations are shown.
Keywords: Lagrange principle, Kuhn-Tucker theorem, instability, sequential optimization, duality, dual regularization, iterative algorithm, solving unstable problems.
@article{MM_2016_28_11_a0,
     author = {F. A. Kuterin and M. I. Sumin},
     title = {On the regularized {Lagrange} principle in the iterative form and its application for solving unstable problems},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {3--18},
     publisher = {mathdoc},
     volume = {28},
     number = {11},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2016_28_11_a0/}
}
TY  - JOUR
AU  - F. A. Kuterin
AU  - M. I. Sumin
TI  - On the regularized Lagrange principle in the iterative form and its application for solving unstable problems
JO  - Matematičeskoe modelirovanie
PY  - 2016
SP  - 3
EP  - 18
VL  - 28
IS  - 11
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MM_2016_28_11_a0/
LA  - ru
ID  - MM_2016_28_11_a0
ER  - 
%0 Journal Article
%A F. A. Kuterin
%A M. I. Sumin
%T On the regularized Lagrange principle in the iterative form and its application for solving unstable problems
%J Matematičeskoe modelirovanie
%D 2016
%P 3-18
%V 28
%N 11
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MM_2016_28_11_a0/
%G ru
%F MM_2016_28_11_a0
F. A. Kuterin; M. I. Sumin. On the regularized Lagrange principle in the iterative form and its application for solving unstable problems. Matematičeskoe modelirovanie, Tome 28 (2016) no. 11, pp. 3-18. http://geodesic.mathdoc.fr/item/MM_2016_28_11_a0/

[1] A. N. Tikhonov, V. Ia. Arsenin, Metody resheniia nekorrektnykh zadach, Nauka, M., 1986, 288 pp.

[2] A. B. Bakushinskii, A. V. Goncharskii, Nekorrektnye zadachi. Chislennye metody i prilozheniia, Izd-vo MGU, M., 1989, 199 pp.; 432 с.

[3] F. P. Vasilev, Metody optimizatsii, V 2-kh kn., MTSNMO, M., 2011, 620 pp.; 432 с.

[4] M. I. Sumin, “Duality-based regularization in a linear convex mathematical programming problem”, Computational Mathematics and Mathematical Physics, 47:4 (2007), 579–600 | DOI | MR | Zbl

[5] M. I. Sumin, Nekorrektnye zadachi i metody ikh resheniia. Materialy k lektsiiam dlia studentov starshikh kursov, Uchebnoe posobie, Izdatelstvo Nizhegorodskogo universiteta, Nizhnii Novgorod, 2009, 289 pp.

[6] M. I. Sumin, “Regularized parametric Kuhn–Tucker theorem in a Hilbert space”, Computational Mathematics and Mathematical Physics, 51:9 (2011), 1489–1509 | DOI | MR | Zbl

[7] M. I. Sumin, “On the Stable Sequential Kuhn–Tucker Theorem and its Applications”, Applied Mathematics, 3:10A, Special issue «Optimization» (2012), 1334–1350 | DOI

[8] M. I. Sumin, “Stable sequential convex programming in a Hilbert space and its application for solving unstable problems”, Computational Mathematics and Mathematical Physics, 54:1 (2014), 22–44 | DOI | DOI | MR | Zbl

[9] K. J. Arrow, L. Hurwicz, H. Uzawa, Studies in Linear and Non-Linear Programming, Stanford University Press, Stanford, 1958, 229 pp. | MR | Zbl

[10] M. Minoux, Programmation mathematique: theorie et algorithmes, v. 1, Dunod, Paris, 1983, 294 pp. ; M. Minoux, Programmation mathematique: theorie et algorithmes, v. 2, Dunod, Paris, 1983, 276 pp. | MR | Zbl

[11] J. Warga, Optimal Control of Differential and Functional Equations, Academic Press, NY., 1972, 546 pp. | MR | Zbl

[12] A. B. Bakushinskii, “Methods for solving monotonic variational inequalities, based on the principle of iterative regularization”, USSR Computational Mathematics and Mathematical Physics, 17:6 (1977), 12–24 | DOI | MR | Zbl

[13] A. B. Bakushinskii, A. V. Goncharskii, Iterativnye metody resheniia nekorrektnykh zadach, Nauka, M., 1989, 130 pp.

[14] M. L. Krasnov, A. I. Kiselev, G. I. Makarenko, Integralnye uravneniia, Nauka, M., 1976, 216 pp.

[15] A. A. Samarskii, A. V. Gulin, Chislennye metody, Ucheb. posobie dlia vuzov, Nauka, M., 1989, 432 pp.

[16] M. I. Sumin, “Iterativnaia reguliarizatsiia gradientnogo dvoistvennogo metoda dlia resheniia uravneniia Fredgolma pervogo roda”, Vestnik Nizhegorodskogo universiteta. Seriia Matematika, 2004, no. 1(2), 192–208