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An approximate method for solving the convex programming problem

  • Applied Topics in Control Theory, Mathematical Statistics, and Mathematical Cybernetics
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Abstract

We consider an iterative process for maximization of a convex nondifferentiable functional in a real Hilbert space. Two-sided bounds on the optimal functional value are derived. Stability of the approximate solutions is considered. Convergence of the proposed iterative process is proved.

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Literature cited

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Authors and Affiliations

  1. Kiev Teachers' College and Poltava Teachers' College, USSR

    M. I. Zhaldak & Yu. V. Trius

Authors
  1. M. I. Zhaldak
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  2. Yu. V. Trius
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Additional information

Translated from Vychislitel'naya i Prikladnaya Matematika, No. 59, pp. 122–129, 1986

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Zhaldak, M.I., Trius, Y.V. An approximate method for solving the convex programming problem. J Math Sci 60, 1532–1538 (1992). https://doi.org/10.1007/BF01095755

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  • DOI: https://doi.org/10.1007/BF01095755

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