A version of the penalty method with approximation of the epigraphs of auxiliary functions
A method for solving the convex programming problem, which is ideologically close to the known methods of external penalties, was proposed. The method uses auxiliary functions that are built on the general form of the penalty functions. In order to find approximations, the epigraphs of these auxilia...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Kazan Federal University
2019-06-01
|
| Series: | Учёные записки Казанского университета. Серия Физико-математические науки |
| Subjects: | |
| Online Access: | https://kpfu.ru/uz-eng-phm-2019-2-7.html |