Geodesic
Duality-based regularization in a linear convex mathematical programming problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 4, pp. 602-625

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For a linear convex mathematical programming (MP) problem with equality and inequality constraints in a Hilbert space, a dual-type algorithm is constructed that is stable with respect to input data errors. In the algorithm, the dual of the original optimization problem is solved directly on the basis of Tikhonov regularization. It is shown that the necessary optimality conditions in the original MP problem are derived in a natural manner by using dual regularization in conjunction with the constructive generation of a minimizing sequence. An iterative regularization of the dual algorithm is considered. A stopping rule for the iteration process is presented in the case of a finite fixed error in the input data. 
@article{ZVMMF_2007_47_4_a3,
     author = {M. I. Sumin},
     title = {Duality-based regularization in a~linear convex mathematical programming problem},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {602--625},
     publisher = {mathdoc},
     volume = {47},
     number = {4},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_4_a3/}
}
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M. I. Sumin. Duality-based regularization in a linear convex mathematical programming problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 4, pp. 602-625. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_4_a3/