Geodesic
On the application of a regularization method for the correction of improper problems of convex programming
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 18 (2012) no. 3, pp. 230-241 Cet article a éte moissonné depuis la source Math-Net.Ru

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The residual method, which is one of the standard regularization procedures for ill-posed optimization problems, is applied to a convex programming problem. The connection between this method and the regularized Lagrange function method is investigated in the case of optimal correction of improper problems of convex programming. This approach allows one to decrease the number of impropriety classes to be analyzed. Conditions are formulated and convergence estimates of the method are established.
Keywords: convex programming, improper problem, residual method, regularized Lagrange function.
Mots-clés : optimal correction 
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V. D. Skarin. On the application of a regularization method for the correction of improper problems of convex programming. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 18 (2012) no. 3, pp. 230-241. http://geodesic.mathdoc.fr/item/TIMM_2012_18_3_a26/

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