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

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Discrete Optimization and Operations Research (DOOR 2016)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9869))

Abstract

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.

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Acknowledgements

This work was supported by Russian Science Foundation. Grant N 14–11–00109.

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Authors and Affiliations

  1. Krasovskii Institute of Mathematics and Mechanics UB RAS, Ekaterinburg, Russia

    Vladimir D. Skarin

  2. Ural Federal University, Ekaterinburg, Russia

    Vladimir D. Skarin

Authors
  1. Vladimir D. Skarin
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Correspondence to Vladimir D. Skarin .

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Editors and Affiliations

  1. Sobolev Institute of Mathematics , Novosibirsk, Russia

    Yury Kochetov

  2. Krasovsky Institute of Mathematics and Mechanics, Ekaterinburg, Russia

    Michael Khachay

  3. Sobolev Institute of Mathematics , Novosibirsk, Russia

    Vladimir Beresnev

  4. Far Eastern Federal University , Vladivostik, Russia

    Evgeni Nurminski

  5. University of Florida , Gainesville, Florida, USA

    Panos Pardalos

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Skarin, V.D. (2016). On the Parameter Control of the Residual Method for the Correction of Improper Problems of Convex Programming. In: Kochetov, Y., Khachay, M., Beresnev, V., Nurminski, E., Pardalos, P. (eds) Discrete Optimization and Operations Research. DOOR 2016. Lecture Notes in Computer Science(), vol 9869. Springer, Cham. https://doi.org/10.1007/978-3-319-44914-2_35

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  • DOI: https://doi.org/10.1007/978-3-319-44914-2_35

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-44913-5

  • Online ISBN: 978-3-319-44914-2

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