On a mathematical programming problem with approximately specified information (Q922958)
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scientific article; zbMATH DE number 4170650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a mathematical programming problem with approximately specified information |
scientific article; zbMATH DE number 4170650 |
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On a mathematical programming problem with approximately specified information (English)
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1990
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Considered is a mathematical programming problem \[ (1)\quad \min \phi (z),\quad s.t.\quad Az=u,\quad z\in Z_ 0, \] where A is an \(m\times n\) matrix, z an n-vector, u an m-vector, the function \(\phi\) (z) is continuous and convex in \(E^ n\) and \(Z_ 0\) is a convex closed set in \(E^ n\). It is supposed that A and u are not known exactly. The problem (1) is regularized and it is shown that there exists a unique solution to the regularized problem which converges to the solution of the initial problem (1) which has the smallest norm among all the solutions of (1).
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regularization
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inexact data
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