Skip to main content
Log in

On some universal methods of correction of the improper convex programming problems

  • Linear and Nonlinear Programming Problems
  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

Consideration was given to the methods of optimal correction of the improper problems of convex programming based on the Lagrange function regularized in both variables. The methods are independent of the kind of impropriety of the original problem. Approximation precision was estimated, and the relation of this approach to the existing methods of regularization of the incorrect extremal problems was discussed.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Eremin, I.I., Mazurov, V.D., and Astaf’ev, N.N., Nesobstvennye zadachi lineinogo i vypuklogo programmirovaniya (Improper Problems of Linear and Convex Programming), Moscow: Nauka, 1983.

    Google Scholar 

  2. Skarin, V.D., On the Regularization Method for Contradictory Convex Programming Problems, Izv. Vyssh. Uchebn. Zaved., Mat., 1995, no. 12, pp. 81–88.

  3. Popov, L.D., Using the Modified Prox-method for Optimal Correction of the Improper Problems of Convex Programming, Tr. Inst. Mat. Mekh. UrO RAN, 1995, vol. 3, pp. 261–266.

    MATH  Google Scholar 

  4. Vasil’ev, F.P., Metody resheniya ekstremal’nykh zadach (Methods for Solution of Extremal Problems), Moscow: Nauka, 1981.

    Google Scholar 

  5. Gol’shtein, E.G., Teoriya dvoistvennosti v matematicheskom programmirovanii i ee prilozheniya (Duality Theory in Mathematical Programming and its Applications), Moscow: Nauka, 1971.

    Google Scholar 

  6. Tikhonov, A.N. and Arsenin, V.Ya., Metody resheniya nekorrektnykh zadach (Methods for Solving Incorrect Problems), Moscow: Nauka, 1979.

    MATH  Google Scholar 

  7. Skarin, V.D., Regularized Lagrange Function and Correction Methods for Improper Convex Programming Problems, in Proc. Steklov Inst. Math. Suppl. 1, 2002, pp. S116–S144.

Download references

Author information

Authors and Affiliations

Authors

Additional information

Original Russian Text © V.D. Skarin, 2012, published in Avtomatika i Telemekhanika, 2012, No. 2, pp. 99–110.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Skarin, V.D. On some universal methods of correction of the improper convex programming problems. Autom Remote Control 73, 300–309 (2012). https://doi.org/10.1134/S0005117912020087

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0005117912020087

Keywords

Navigation