On the choice of parameters in the residual method for optimal correction of improper problems of convex optimization

V. D. Skarin

Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 22 (2016) no. 3, pp. 231-243

Résumé

For the correction of improper problems of convex programming, the residual method is used,which is the standard regularization procedure for ill-defined optimization models.We propose new iterative implementations of the residual method, in whichthe constraints of the problem are included by means of penalty functions.New convergence conditions are established for algorithmic schemes,and bounds are found for the approximation error.

Détail

Keywords: convex programming, improper problem, residual method, penalty function methods.
Mots-clés : optimal correction

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