Article ID: | iaor2012902 |
Volume: | 73 |
Issue: | 2 |
Start Page Number: | 300 |
End Page Number: | 309 |
Publication Date: | Feb 2012 |
Journal: | Automation and Remote Control |
Authors: | Skarin V |
Keywords: | Lagrangian function |
Consideration was given to the methods of optimal correction of the improper problems of convex programming based on the Lagrange function regularized in both variables. The methods are independent of the kind of impropriety of the original problem. Approximation precision was estimated, and the relation of this approach to the existing methods of regularization of the incorrect extremal problems was discussed.