Convex programming algorithm with a modified Lagrange function (Q759654)
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scientific article; zbMATH DE number 3882206
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| English | Convex programming algorithm with a modified Lagrange function |
scientific article; zbMATH DE number 3882206 |
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Convex programming algorithm with a modified Lagrange function (English)
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1984
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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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modified Lagrange function
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convergence
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discrete algorithm
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asymptotic stability
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continuous algorithm
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0.9071987
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0.90232617
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0.9014485
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