The method of convex programming with a prescribed absolute-relative error

MaRDI QIDQ1571209zbMATH OpenFDO

Authors V. R. Fazylov, Olga V. Pinyagina

Publication date 1998

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

absolute-relative errorconvergenceconvex programmingnumerical solutions optimization method

Mathematics Subject Classification ID

Numerical methods of relaxation type (49M20) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical optimization and variational techniques (65K10) Convex programming (90C25)

Review text

Questions concerning the effectiveness of optimization methods, their theoretical rates of convergence, and the solution errors are considered. A finite method for solving a convex programming problem with a given absolute-relative error is proposed. The method represents a further development of earlier suggested methods for solving this problem with given absolute and relative errors.

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