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This article is cited in 3 scientific papers (total in 3 papers)
Newton's method for minimizing a convex twice differentiable function on a preconvex set
V. I. Zabotin, Yu. A. Chernyaev Kazan National Research Technical University, Kazan, Russia
Abstract:
The problem of minimizing a convex twice differentiable function on the set-theoretic difference between a convex set and the union of several convex sets is considered. A generalization of Newton's method for solving problems with convex constraints is proposed. The convergence of the algorithm is analyzed.
Key words:
Newton's method, preconvex set, quadratic programming problem, necessary conditions for a local minimum, convergence of algorithm.
Received: 05.12.2016
Citation:
V. I. Zabotin, Yu. A. Chernyaev, “Newton's method for minimizing a convex twice differentiable function on a preconvex set”, Zh. Vychisl. Mat. Mat. Fiz., 58:3 (2018), 340–345; Comput. Math. Math. Phys., 58:3 (2018), 322–327
Linking options:
https://www.mathnet.ru/eng/zvmmf10687 https://www.mathnet.ru/eng/zvmmf/v58/i3/p340
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Abstract page: | 403 | References: | 66 |
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