Regularized dual method for nonlinear mathematical programming |
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Authors: | M. I. Sumin |
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Affiliation: | (1) Nizhni Novgorod State University, pr. Gagarina 23, Nizhni Novgorod, 603950, Russia |
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Abstract: | ![]() For a nonlinear programming problem with equality constraints in a Hilbert space, a dual-type algorithm is constructed that is stable with respect to input data errors. The algorithm is based on a modified dual of the original problem that is solved directly by applying Tikhonov regularization. The algorithm is designed to determine a norm-bounded minimizing sequence of feasible elements. An iterative regularization of the dual algorithm is considered. A stopping rule for the iteration process is given in the case of a finite fixed error in the input data. |
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Keywords: | nonlinear mathematical programming duality regularizing algorithm dual iterative regularization stopping rule |
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