On a mathematical programming problem with approximately specified information

DOI10.1021/PR0607031MaRDI QIDQ922958zbMATH OpenOpenAlexWikidataFDO

Authors G. M. Agayan, A. A. Ryutin, I. Yu. Timofeeva

Publication date 1990

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1021/pr0607031

zbMATH Keywords

inexact dataregularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Convex programming (90C25)

Review text

Considered is a mathematical programming problem \[ (1)\quad \min \phi (z),\quad s.t.\quad Az=u,\quad z\in Z_ 0, \] where A is an \(m\times n\) matrix, z an n-vector, u an m-vector, the function \(\phi\) (z) is continuous and convex in \(E^ n\) and \(Z_ 0\) is a convex closed set in \(E^ n\). It is supposed that A and u are not known exactly. The problem (1) is regularized and it is shown that there exists a unique solution to the regularized problem which converges to the solution of the initial problem (1) which has the smallest norm among all the solutions of (1).

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