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This article is cited in 2 scientific papers (total in 2 papers)
Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set
Yu. A. Chernyaev Kazan National Research Technical University, Kazan, Russia
Abstract:
A numerical algorithm for minimizing a convex function on the set-theoretic intersection of a spherical surface and a convex compact set is proposed. The idea behind the algorithm is to reduce the original minimization problem to a sequence of convex programming problems. Necessary extremum conditions are examined, and the convergence of the algorithm is analyzed.
Key words:
spherical surface, convex compact set, convex programming problem, necessary conditions for a local minimum, convergence of an algorithm.
Received: 11.05.2016
Citation:
Yu. A. Chernyaev, “Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set”, Zh. Vychisl. Mat. Mat. Fiz., 57:10 (2017), 1631–1640; Comput. Math. Math. Phys., 57:10 (2017), 1607–1615
Linking options:
https://www.mathnet.ru/eng/zvmmf10623 https://www.mathnet.ru/eng/zvmmf/v57/i10/p1631
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Abstract page: | 241 | Full-text PDF : | 30 | References: | 50 | First page: | 4 |
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