Application of the Penalty Method to Nonstationary Approximation of an Optimization Problem

被引：3
|
作者：
Konnov, I. V. [1 ]
机构：
[1] Kazan Volga Reg Fed Univ, Ul Kremlyovskaya 18, Kazan 420008, Russia
来源：
RUSSIAN MATHEMATICS | 2014年 / 58卷 / 08期
基金：
俄罗斯基础研究基金会;
关键词：
optimization problem; non-stationarity; approximation sequence; penalty method; coercivity conditions;
D O I：
10.3103/S1066369X14080064
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We solve a general optimization problem, where only approximation sequences are known instead of exact values of the goal function and feasible set. Under these conditions we suggest to utilize a penalty function method. We show that its convergence is attained for rather arbitrary means of approximation via suitable coercivity type conditions.
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页码：49 / 55
页数：7
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