Penalty function method and regularization in the analysis of improper convex programs

DOI10.1134/S0081543819040175MaRDI QIDQ2284209zbMATH OpenOpenAlexWikidataFDO

Authors V. D. Skarin

Publication date 14 January 2020

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543819040175

zbMATH Keywords

convex programmingimproper problemoptimal correctionpenalty function methodsTikhonov regularization method

Mathematics Subject Classification ID

Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• Connections between the total least squares and the correction of an infeasible system of linear inequalities
• Efficient Algorithms for Solution of Regularized Total Least Squares
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• scientific article; zbMATH DE number 3787949 (Why is no real title available?)
• scientific article; zbMATH DE number 42573 (Why is no real title available?)
• Matrix corrections minimal with respect to the Euclidean norm for linear programming problems
• On the application of the regularization method for the correction of improper problems of convex programming
• On the parameter control of the residual method for the correction of improper problems of convex programming
• The smallest correction of an inconsistent system of linear inequalities
• Tikhonov Regularization and Total Least Squares
• Use of barrier functions for optimal correction of improper problems of linear programming of the 1st kind

Cited in

(11)

• Regularized gap function as penalty term for constrained minimization problems
• On the choice of parameters in the residual method for the optimal correction of improper problems of convex optimization
• On some universal methods of correction of the improper convex programming problems
• On the construction of regularizing algorithms for the correction of improper convex programming problems
• Some properties of regularization and penalization schemes for MPECs
• On the application of the regularization method for the correction of improper problems of convex programming
• Regularized Lagrange function and correction methods for improper convex programming problems
• Approximation and regularization properties of augmented penalty functions in convex programming
• Analysis of microstructure of a non-convex functional with penalization term
• On the application of composite penalty functions obtained by ``gluing of external penalties with barrier ones in linear programming
• An inner approximation method incorporating with a penalty function method for a reverse convex programming problem

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