| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 8051741 | Applied Mathematical Modelling | 2018 | 29 Pages |
Abstract
In addition, the relations between an approximate solution of linearized convex problem and the KKT-vector of the original problem are established, and the various stopping criteria are substantiated. Besides, we established the relations among the Lagrange multipliers of the original problem, those ones of the linearized problem, and the value of the penalty parameter. Finally, a preliminary computational testing of the LSM developed has been carried out on several test problems taken from literature.
Related Topics
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Authors
Alexander S. Strekalovsky, Ilya M. Minarchenko,