On the Parameter Control of the Residual Method for the Correction of Improper Problems of Convex Programming

被引：6

作者：

Skarin, Vladimir D. ^{[1
,2
]}

机构：

[1] RAS, UB, Krasovskii Inst Math & Mech, Ekaterinburg, Russia

[2] Ural Fed Univ, Ekaterinburg, Russia

来源：

DISCRETE OPTIMIZATION AND OPERATIONS RESEARCH, DOOR 2016 | 2016年 / 9869卷

基金：

俄罗斯科学基金会;

关键词：

Convex programming; Improper problems; Optimal correction; Residual method; Penalty function; TOTAL LEAST-SQUARES; LINEAR INEQUALITIES; REGULARIZATION; SYSTEM;

D O I：

10.1007/978-3-319-44914-2_35

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The residual method which is one of the standard regularization procedures for ill-posed optimization problems is applied to an improper convex programming problem. A typical problem for the residual method is reduced to the minimization problem for the quadratic penalty function. For this approach, we establish convergence conditions and estimates for the approximation accuracy. Further, here we present an algorithm for the practical realization of the proposed method.

引用

页码：441 / 451

页数：11

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