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This article is cited in 1 scientific paper (total in 1 paper)
Numerical algorithm for minimizing a convex function on the intersection of a smooth surface and a convex compact set
Yu. A. Chernyaev Kazan National Research Technical University, Kazan, 420111 Tatarstan, Russia
Abstract:
A numerical algorithm for minimizing a convex function on the set-theoretic intersection of a smooth surface and a convex compact set in finite-dimensional Euclidean space is proposed. The idea behind the algorithm is to reduce the original problem to a sequence of convex programming problems. Necessary extremum conditions are studied, and the convergence of the algorithm is analyzed.
Key words:
smooth surface, convex compact set, convex programming problem, projection onto a nonconvex set, necessary conditions for a local minimum, convergence of an algorithm.
Received: 11.02.2019 Revised: 11.02.2019 Accepted: 11.03.2019
Citation:
Yu. A. Chernyaev, “Numerical algorithm for minimizing a convex function on the intersection of a smooth surface and a convex compact set”, Zh. Vychisl. Mat. Mat. Fiz., 59:7 (2019), 1151–1157; Comput. Math. Math. Phys., 59:7 (2019), 1098–1104
Linking options:
https://www.mathnet.ru/eng/zvmmf10922 https://www.mathnet.ru/eng/zvmmf/v59/i7/p1151
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Abstract page: | 162 | References: | 10 |
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