The stable Lagrange principle in sequential form for the convex programming problem in a uniformly convex space and its applications

Autor:	M. I. Sumin, A. A. Gorshkov
Rok vydání:	2015
Předmět:	Convex analysis Constraint algorithm Mathematical optimization General Mathematics Convex optimization Proper convex function Linear matrix inequality Subderivative Conic optimization Mathematics Nonlinear programming
Zdroj:	Russian Mathematics. 59:11-23
ISSN:	1934-810X 1066-369X
DOI:	10.3103/s1066369x15010028
Popis:	We consider the convex programming problem in a reflexive space with operator equality constraint and finite number of functional inequality constraints. For this problem we prove the stable with respect to the errors in the initial data Lagrange principle in sequential nondifferential form. We show that the sequential approach and dual regularization significantly expand a class of optimization problems that can be immediately and stably solved on a base of the classical design of the Lagrange function. We discuss the possibility of its applicability for solving unstable optimization problems.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6f21ac8b17674502fe7b25e24f471689 https://doi.org/10.3103/s1066369x15010028 Zobrazit plný text záznamu Full text from SpringerLink