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Numerical methods and programming, 2001, Volume 2, Issue 1, Pages 123–130
(Mi vmp771)
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Regularization methods with set extension for solving unstable problems of minimization
F. P. Vasil'ev Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Some modifications of regularization methods for solving problems of
minimization with inaccurate input data are proposed on the basis of the
approach of set extension. The consistency conditions for characteristics
of errors in restrictions (that define the set) with the stabilizer of the
problem are weakened. This allows us to construct regularized problems from
the same class the original problem belongs to. For example, if the original
problem is a problem of linear programming, then the regularized problem are
those from the same class. The convergence of the fundamental regularization
methods of stabilization, residues, and quasisolutions is studied; a
regularizing operator is constructed.
Keywords:
regularization methods, minimization prolems, regularizing operators, unstable problems.
Citation:
F. P. Vasil'ev, “Regularization methods with set extension for solving unstable problems of minimization”, Num. Meth. Prog., 2:1 (2001), 123–130
Linking options:
https://www.mathnet.ru/eng/vmp771 https://www.mathnet.ru/eng/vmp/v2/i1/p123
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