Geodesic
On one general approach to the optimal correction of improper convex programming problems
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 16 (2010) no. 3, pp. 265-275
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A method of optimal correction of improper convex programming problems is suggested, which is based on using a Lagrange function regularized in both variables. This approach is independent of the kind of impropriety of the original problem. Conditions are formulated and estimates are established for the convergence of the method.
Keywords: convex programming, improper problem, regularized Lagrange function.
Mots-clés : optimal correction 
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V. D. Skarin. On one general approach to the optimal correction of improper convex programming problems. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 16 (2010) no. 3, pp. 265-275. http://geodesic.mathdoc.fr/item/TIMM_2010_16_3_a27/

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