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This article is cited in 2 scientific papers (total in 2 papers)
Convergence of a numerical abstract convexity algorithm
M. Yu. Andramonov St. Petersburg State University, Faculty of Applied Mathematics and Control Processes
Abstract:
We propose a series of algorithms for solving abstract convex programming
problems and prove convergence to the global solution of the problem.
The algorithms use an approximation of the objective function
by piecewise-linear minorants.
Keywords:
convex analysis, global optimization, branching algorithm, generalized cutting-plane method.
Received: 04.04.2006 Revised: 11.01.2008
Citation:
M. Yu. Andramonov, “Convergence of a numerical abstract convexity algorithm”, Izv. RAN. Ser. Mat., 73:1 (2009), 5–20; Izv. Math., 73:1 (2009), 3–19
Linking options:
https://www.mathnet.ru/eng/im1025https://doi.org/10.1070/IM2009v073n01ABEH002435 https://www.mathnet.ru/eng/im/v73/i1/p5
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Abstract page: | 500 | Russian version PDF: | 224 | English version PDF: | 11 | References: | 51 | First page: | 18 |
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