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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 3, Pages 429–434 (Mi zvmmf684)  
Method for minimization of quasiconvex functions based on logarithmic barriers

E. G. Gol'shtein

Central Economics and Mathematics Institute, RAS
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Abstract: An iterative method for minimizing quasiconvex Lipschitz functions defined on convex compacts is described. The method is based on the cutting scheme with the cutting center being the analytic center of an auxiliary polyhedron containing the desired minimizer. The convergence rate of the method is established. A modification of the method for several special classes of quasiconvex functions is given.
Key words: minimization of quasiconvex functions, method of logarithmic barriers.
Received: 26.08.2004
Bibliographic databases:
Document Type: Article
UDC: 519.658.4
Language: Russian
Citation: E. G. Gol'shtein, “Method for minimization of quasiconvex functions based on logarithmic barriers”, Zh. Vychisl. Mat. Mat. Fiz., 45:3 (2005), 429–434; Comput. Math. Math. Phys., 45:3 (2005), 412–417
Citation in format AMSBIB
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\by E.~G.~Gol'shtein
\paper Method for minimization of quasiconvex functions based on logarithmic barriers
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2005
\vol 45
\issue 3
\pages 429--434
\mathnet{http://mi.mathnet.ru/zvmmf684}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2161484}
\zmath{https://zbmath.org/?q=an:1102.26002}
\transl
\jour Comput. Math. Math. Phys.
\yr 2005
\vol 45
\issue 3
\pages 412--417
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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