Far Eastern Mathematical Journal

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The Lagrange multiplier method in the finite convex programming problem

Zhiltsov A. V., Namm R. V.

2015, issue 1, P. 53-60

Abstract

In this paper we investigate the possibility of using the modified Lagrange’s function for solving of a finite-dimensional convex programming problem. Convergence of the modified duality method is proved under the most general assumptions concerning of initial problem.

Keywords: Lagrange multiplier method, convex optimization, finite convex programming

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References

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