Geodesic
On the choice of parameters in the quasisolution method for the correction of improper convex programs
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 26 (2020) no. 3, pp. 187-197

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The paper is devoted to finding approximation solutions of improper convex programs. For such programs, a correction model is considered in the form of the problem of minimizing the objective function of the original problem on the set of extremal points of a penalty function, which aggregates the inconsistent constraints. For the penalty function, the Eremin–Zangwill exact penalty function is chosen. Under an approximately given input, a generalized solution of the improper convex program is obtained by applying the quasisolution method known in the theory of ill-posed problems. Estimates characterizing the quality of the correction are given. Iterative schemes implementing this approach are proposed.
Keywords: convex programming, improper problem, exact penalty function method, quasisolution method.
Mots-clés : optimal correction 
@article{TIMM_2020_26_3_a15,
     author = {V. D. Skarin},
     title = {On the choice of parameters in the quasisolution method for the correction of improper convex programs},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {187--197},
     publisher = {mathdoc},
     volume = {26},
     number = {3},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2020_26_3_a15/}
}
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V. D. Skarin. On the choice of parameters in the quasisolution method for the correction of improper convex programs. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 26 (2020) no. 3, pp. 187-197. http://geodesic.mathdoc.fr/item/TIMM_2020_26_3_a15/