Geodesic
Approximation and regularization properties of augmented penalty functions in convex programming
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 4, pp. 234-250
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The possibilities of using augmented penalty functions for the regularization and optimal correction of convex programming problems are investigated. Convergence conditions are formulated for the corresponding methods and an iteration algorithm for a linear optimization problem is proposed.
Keywords: convex programming, augmented penalty functions, improper problem, ill-posed problem, regularization method.
Mots-clés : optimal correction 
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V. D. Skarin. Approximation and regularization properties of augmented penalty functions in convex programming. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 4, pp. 234-250. http://geodesic.mathdoc.fr/item/TIMM_2009_15_4_a19/

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