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Optimal control
Numerical algorithm for solving a class of optimization problems with a constraint in the form of a subset of points of a smooth surface
Yu. A. Chernyaev Kazan National Research Technical University, 420111, Kazan, Tatarstan, Russia
Abstract:
A numerical algorithm is proposed for minimizing a convex function on the set-theoretic difference between a set of points of a smooth surface and the union of finitely many convex open sets in $n$-dimensional Euclidean space. The idea behind the algorithm is to reduce 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, open convex set, convex programming problem, necessary conditions for a local minimum, convergence of an algorithm.
Received: 27.05.2021 Revised: 11.07.2022 Accepted: 04.08.2022
Citation:
Yu. A. Chernyaev, “Numerical algorithm for solving a class of optimization problems with a constraint in the form of a subset of points of a smooth surface”, Zh. Vychisl. Mat. Mat. Fiz., 62:12 (2022), 2018–2025; Comput. Math. Math. Phys., 62:12 (2022), 2033–2040
Linking options:
https://www.mathnet.ru/eng/zvmmf11482 https://www.mathnet.ru/eng/zvmmf/v62/i12/p2018
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Abstract page: | 169 |
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