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This article is cited in 4 scientific papers (total in 4 papers)
Numerical algorithm for solving mathematical programming problems with a smooth surface as a constraint
Yu. A. Chernyaev Kazan National Research Technical University, ul. Karla Marksa 10, Kazan, Tatarstan, 420111, Russia
Abstract:
A numerical algorithm for minimizing a convex function on a smooth surface is proposed. The algorithm is based on reducing the original problem to a sequence of convex programming problems. Necessary extremum conditions are examined, and the convergence of the algorithm is analyzed.
Key words:
smooth surface, convex programming problem, projection onto a nonconvex set, necessary conditions for a local minimum, convergence of an algorithm.
Received: 17.11.2014
Citation:
Yu. A. Chernyaev, “Numerical algorithm for solving mathematical programming problems with a smooth surface as a constraint”, Zh. Vychisl. Mat. Mat. Fiz., 56:3 (2016), 387–393; Comput. Math. Math. Phys., 56:3 (2016), 376–381
Linking options:
https://www.mathnet.ru/eng/zvmmf10355 https://www.mathnet.ru/eng/zvmmf/v56/i3/p387
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