Geodesic
Iterative approximation for convex optimization problems with operator constraints in a Hilbert space
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 40 (2000) no. 5, pp. 659-670 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_2000_40_5_a0,
     author = {M. R. Davidson and N. M. Novikova},
     title = {Iterative approximation for convex optimization problems with operator constraints in a {Hilbert} space},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {659--670},
     year = {2000},
     volume = {40},
     number = {5},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2000_40_5_a0/}
}
TY  - JOUR
AU  - M. R. Davidson
AU  - N. M. Novikova
TI  - Iterative approximation for convex optimization problems with operator constraints in a Hilbert space
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2000
SP  - 659
EP  - 670
VL  - 40
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2000_40_5_a0/
LA  - ru
ID  - ZVMMF_2000_40_5_a0
ER  - 
%0 Journal Article
%A M. R. Davidson
%A N. M. Novikova
%T Iterative approximation for convex optimization problems with operator constraints in a Hilbert space
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2000
%P 659-670
%V 40
%N 5
%U http://geodesic.mathdoc.fr/item/ZVMMF_2000_40_5_a0/
%G ru
%F ZVMMF_2000_40_5_a0
M. R. Davidson; N. M. Novikova. Iterative approximation for convex optimization problems with operator constraints in a Hilbert space. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 40 (2000) no. 5, pp. 659-670. http://geodesic.mathdoc.fr/item/ZVMMF_2000_40_5_a0/

[1] Vasilev F. P., Chislennye metody resheniya ekstremalnykh zadach, Nauka, M., 1981 | MR

[2] Glovinski R., Lions Zh.-L., Tremoler R., Chislennoe issledovanie variatsionnykh neravenstv, Mir, M., 1979 | MR

[3] Dyuvo G., Lions Zh.-L., Neravenstva v mekhanike i fizike, Nauka, M., 1980 | MR

[4] Nikolskii S. M., Priblizhenie funktsii mnogikh peremennykh i teoremy vlozheniya, Nauka, M., 1977 | MR

[5] R. Hettich (ed.), Semi-infinite programming, Lect. Notes in Control and Inform. Sci., 15, Springer, New York, 1979 | MR | Zbl

[6] A. Fiacco, K. Kortanek (eds.), Semi-infinite programming and applications, Lect. Notes in Econom. and Math. Systems, 215, Springer, New York, 1983 | MR | Zbl

[7] Hettich R., “A review of numerical methods for semi-infinite optimization”, Semi-Infinite Program. and Applic., Lect. Notes in Econom. and Math. Systems, 215, Springer, New York, 1983, 158–178 | MR

[8] Hettich R., “An implementation of a discretization method for semi-infinite programming”, Math. Program., 34 (1986), 354–361 | DOI | MR | Zbl

[9] Hettich R., Kortanek K., “Semi-infinite programming: theory, methods and applications”, SIAM Rev., 35 (1993), 380–429 | DOI | MR | Zbl

[10] Wardi Y., “A stochastic algorithm for optimization problems with continua of inequalities”, J. Optimizat. Theory and Appl., 56 (1988), 285–311 | DOI | MR | Zbl

[11] Wardi Y., “Stochastic approximation algorithm for minimax problems”, J. Optimizat. Theory and Appl., 64 (1990), 615–640 | DOI | MR | Zbl

[12] Zavriev S. K., “Subgradientnye metody v dvukhshagovoi leksikograficheskoi optimizatsii dlya zadachi s beskonechnym chislom ogranichenii”, Vychisl. matem. i modelirovanie, Izd-vo MGU, M., 1990, 383–394

[13] Novikova N., “Iterative stochastic methods for solving variational problems of mathematical physics and operations research”, J. Math. Sci. (New York), 68:1 (1994), 1–125, (Contemporary Math. and Its Appl. V. 3) | DOI | MR

[14] Volkov Yu. V., Zavriev S. K., “A general stochastic outer approximations method”, SIAM J. Control Optimizat., 35 (1997), 1387–1421 | DOI | MR | Zbl

[15] Reemtsen R., Görner S., “Numerical methods for semi-infinite programming: a survey”, Semi-infinite programming, eds. R. Reemtsen, J.-J. Rückmann, Kluwer Acad. Publs, Boston etc., 1998, 195–275 | MR | Zbl

[16] Davidson M. P., “Regulyarizovannyi metod agregirovaniya ogranichenii dlya zadachi polubeskonechnoi optimizatsii”, Zh. vychisl. matem. i matem. fiz., 38:5 (1998), 770–777 | MR

[17] Ermoliev Y., Kryazhimskii A., Ruszczynski A., Constraint aggregation principle in convex optimization, Working paper WP-95-015, HASA, Laxenburg, 1995

[18] Davidson M., Stochastic constraint aggregation method for convex semi-infinite problems, Working paper 97-17, Univ. Trier, Trier, 1997

[19] Fedorov B. B., Chislennye metody maksimina, Nauka, M., 1979 | MR

[20] Novikova N. M., “Ob iterativnoi regulyarizatsii approksimatsii metoda shtrafov v gilbertovom prostranstve”, Zh. vychisl. matem. i matem. fiz., 29:6 (1989), 949–954 | MR | Zbl

[21] Vazan M., Stokhasticheskaya approksimatsiya, Mir, M., 1972 | MR

[22] Polyak B. T., Vvedenie v optimizatsiyu, Nauka, M., 1983 | MR