Convex programming algorithm with a modified Lagrange function

MaRDI QIDQ759654zbMATH OpenFDO

Authors M. I. Markechko

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic stabilitycontinuous algorithmconvergencediscrete algorithmmodified Lagrange function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Review text

We consider a continuous and a discrete algorithm for solving a convex programming problem, which uses a modified Lagrange function. The convergence of the discrete algorithm is proved using the asymptotic stability of the continuous algorithm. A sequence of points generated by the discrete method is treated as a path of some differential inclusion, whose solutions are close to the solutions of the continuous algorithm equation.

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Cited in

(3)

• A continuous method for convex programming problems
• The Lagrange multiplier method in the finite convex programming problem
• scientific article; zbMATH DE number 5670172 (Why is no real title available?)

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