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ALGORITHMS FOR SOLUTION OF NON-CORRECT PROBLEMS OF CONVEX OPTIMIZATION, BASED ON METHOD OF PENALTIES

By Galina Yurievna Grechka

Abstract

The aim is to create the new stable algorithms for solution of the convex programming problem on base of the single approach based on the introduction of the prois-reqularization into the circuit of the method of penalties. In the case at fixed penalty parameter not one prois-iteration, as usually, but the solution of the auxiliary problem is made by a prois-method until the sufficient-quick decrease effect of the minimazed function is achieved. That permits to decrease sufficiently the labour intensity of the computer process. Four variants of the regularized method of penalties have been proposed, for each of them the convergence to one of the initial problem solutions has been proven. The convergence rate evaluations have been obtained. The experimental calculation on the examples have been made. At obtaining basic results the vortex analysis tooling and limit theory elements have been usedAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio

Topics: 12B - Statistics, operations research, MATHEMATICS, AUTOMATICS AND TELEAUTOMATICS. COMPUTER ENGINEERING
Year: 1996
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Provided by: OpenGrey Repository
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