Approximation and regularization properties of augmented penalty functions in convex programming

DOI10.1134/S0081543810060222MaRDI QIDQ643780zbMATH OpenFDO

Authors V. D. Skarin

Publication date 2 November 2011

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

zbMATH Keywords

regularization methodconvergence conditionsoptimal correctionimproper problemaugmented penalty functionsill-posed convex programming problems

Mathematics Subject Classification ID

Convex programming (90C25) Ill-posedness and regularization problems in numerical linear algebra (65F22) Nonlinear ill-posed problems (47J06) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

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• Multiplier methods: A survey

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(4)

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• Augmented penalty algorithms based on BFGS secant approximations and trust regions
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