V. D. Skarin. On the optimal correction of improper convex programming problems based on the method of quasi-solutions.

被引:1
|
作者
Skarin, Vladimir Dmitrievich [1 ]
机构
[1] Russian Acad Sci, Krasovskii Inst Math & Mech, Phys Math Sci, Ural Branch, Ekaterinburg 620108, Russia
来源
关键词
convex programming; improper problem; optimal correction; method of quasi-solutions; barrier function methods;
D O I
10.21538/0134-4889-2023-29-3-168-184
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The work continues the author's research on the construction of possible approximations for improper problems of convex programming. The problem of minimizing the objective function of the original problem on the set of minimum points of the Chebyshev norm of the constraint discrepancy is defined as a basic model for correcting an improper problem. For this setting, one of the classical methods of regularization of ill-posed extremal problems is used, namely, the method of quasi-solutions. This method is based on the transition to a problem of unconstrained minimization by aggregation of the constraint function of the original problem. For this purpose, a modification of the penalty function method is used, namely, the generalized inverse barrier function method. This approach seems to be promising from the point of view of the numerical implementation of the quasi-solution method. Convergence conditions are formulated for the proposed method, including the case where the input data are given inaccurately. Special attention is paid to finding the value of optimal correction of the constraints in the improper problem of convex programming under study and to calculating the optimal value of the regularization parameter in the method of quasi-solutions.
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页码:168 / 184
页数:17
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