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Iterative regularization for semiinfinite optimization problems

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Abstract

Coordinated parameters for iterative regularization of the penalty method with infinitely many constraints are derived. A regularization algorithm for the mixed penalty and (stochastic) quasigradient method is considered.

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Translated from Kibernetika, No. 1, pp. 86–89, January–February, 1991.

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Novikova, N.M. Iterative regularization for semiinfinite optimization problems. Cybern Syst Anal 27, 115–120 (1991). https://doi.org/10.1007/BF01068654

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  • DOI: https://doi.org/10.1007/BF01068654

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