Developing Systems

A convex programming algorithm using a modified Lagrangian function

M. I. Markechko

Moscow

Abstract: The paper is concerned with a continuous and a discrete convex programming algorithm which makes use of a modified Lagrangian function. In proving the convergence of the discrete algorithm the asymptotic stability of the continuous algorithm is used. The sequence of points generated by the discrete method is regarded as the path of a differential inclusion whose solutions are akin to those of the equation which defines the continuous algorithm.

UDC: 519.8


Received: 26.10.1982

 English version: Automation and Remote Control, 1984, 45:7, 904–911

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