Article ID: | iaor19931518 |
Country: | United Kingdom |
Volume: | 30 |
Start Page Number: | 16 |
End Page Number: | 22 |
Publication Date: | Nov 1990 |
Journal: | USSR Computational Mathematics and Mathematical Physics |
Authors: | Kulikov A.N. |
A finite method is proposed for solving a convex programming problem with given error in the functional. Bounds are established for the number of iterations. A finite method is designed for solving a successive convex programming problem with concessions.