This article is cited in 3 scientific papers (total in 3 papers)
MATHEMATICS
On the regularization of the Lagrange principle and on the construction of the generalized minimizing sequences in convex constrained optimization problems
Abstract:
We consider the regularization of the Lagrange principle (LP) in the convex constrained optimization problem with operator constraint-equality in a Hilbert space and with a finite number of functional inequality-constraints. The objective functional of the problem is not, generally speaking, strongly convex. The set of admissible elements of the problem is also embedded into a Hilbert space and is not assumed to be bounded. Obtaining a regularized LP is based on the dual regularization method and involves the use of two regularization parameters and two corresponding matching conditions at the same time. One of the regularization parameters is «responsible» for the regularization of the dual problem, while the other is contained in a strongly convex regularizing addition to the objective functional of the original problem. The main purpose of the regularized LP is the stable generation of generalized minimizing sequences that approximate the exact solution of the problem by function and by constraint, for the purpose of its practical stable solving.
Citation:
M. I. Sumin, “On the regularization of the Lagrange principle and on the construction of the generalized minimizing sequences in convex constrained optimization problems”, Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 30:3 (2020), 410–428
\Bibitem{Sum20}
\by M.~I.~Sumin
\paper On the regularization of the Lagrange principle and on the construction of the generalized minimizing sequences in convex constrained optimization problems
\jour Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki
\yr 2020
\vol 30
\issue 3
\pages 410--428
\mathnet{http://mi.mathnet.ru/vuu733}
\crossref{https://doi.org/10.35634/vm200305}
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This publication is cited in the following 3 articles:
M. I. Sumin, “Perturbation Method and Regularization of the Lagrange Principle in Nonlinear Constrained Optimization Problems”, Comput. Math. and Math. Phys., 64:12 (2024), 2823
M. I. Sumin, “O regulyarizatsii klassicheskikh uslovii optimalnosti v vypuklom optimalnom upravlenii”, Materialy Voronezhskoi mezhdunarodnoi zimnei matematicheskoi shkoly «Sovremennye metody teorii funktsii i smezhnye problemy», Voronezh, 28 yanvarya – 2 fevralya 2021 g. Chast 2, Itogi nauki i tekhn. Sovrem. mat. i ee pril. Temat. obz., 207, VINITI RAN, M., 2022, 120–143
M. I. Sumin, “Printsip Lagranzha i ego regulyarizatsiya kak teoreticheskaya osnova ustoichivogo resheniya zadach optimalnogo upravleniya i obratnykh zadach”, Vestnik rossiiskikh universitetov. Matematika, 26:134 (2021), 151–171