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Optimal control
Conditional gradient method for optimization problems with a constraint in the form of the intersection of a convex smooth surface and a convex compact set
Yu. A. Chernyaev Kazan National Research Technical University, 420111, Kazan, Tatarstan, Russia
Abstract:
The conditional gradient method is generalized to nonconvex sets of constraints representing the set-theoretic intersection of a convex smooth surface and a convex compact set. Necessary optimality conditions are studied, and the convergence of the method is analyzed.
Key words:
convex smooth surface, convex compact set, minimization of a smooth function, conditional gradient method.
Received: 03.10.2022 Revised: 06.02.2023 Accepted: 30.03.2023
Citation:
Yu. A. Chernyaev, “Conditional gradient method for optimization problems with a constraint in the form of the intersection of a convex smooth surface and a convex compact set”, Zh. Vychisl. Mat. Mat. Fiz., 63:7 (2023), 1100–1107; Comput. Math. Math. Phys., 63:7 (2023), 1191–1198
Linking options:
https://www.mathnet.ru/eng/zvmmf11582 https://www.mathnet.ru/eng/zvmmf/v63/i7/p1100
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Abstract page: | 131 |
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