On the stable sequential Lagrange principle in convex programming and its application for solving unstable problems
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 4, pp. 231-240
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The convex programming problem in a Hilbert space with an operator equality constraint and a finite number of functional inequality constraints is considered. The Lagrange principle stable with respect to errors in the initial data is proved for this problem in a sequential nondifferential form. The possibility of its application for solving unstable optimization problems and inverse problems is discussed.
Keywords: convex programming, sequential optimization, parametric problem, Lagrange principle in non-differential form, Kuhn–Tucker theorem, duality, regularization, optimal control, inverse problem.
Mots-clés : perturbation method
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M. I. Sumin. On the stable sequential Lagrange principle in convex programming and its application for solving unstable problems. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 4, pp. 231-240. http://geodesic.mathdoc.fr/item/TIMM_2013_19_4_a23/

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