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Numerical methods and programming, 2012, Volume 13, Issue 3, Pages 440–442
(Mi vmp49)
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Вычислительные методы и приложения
A reduced linearization method for solving problems of nonlinear optimization
S. V. Panferov Dubna International University for Nature, Society, and Man
Abstract:
An approach to solving a problem of optimization with constraints is proposed. An algorithm based on a synthesis of such methods as the separation of variables, the dimension reduction, and the method of reducing the original problem to an auxiliary one. A number of applicability conditions for this algorithm and a convergence theorem are formulated.
Keywords:
problems of nonlinear optimization; linearization method; linear constraints; reduces gradient method; linear convergence.
Received: 18.08.2012
Citation:
S. V. Panferov, “A reduced linearization method for solving problems of nonlinear optimization”, Num. Meth. Prog., 13:3 (2012), 440–442
Linking options:
https://www.mathnet.ru/eng/vmp49 https://www.mathnet.ru/eng/vmp/v13/i3/p440
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Statistics & downloads: |
Abstract page: | 209 | Full-text PDF : | 80 | References: | 1 |
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