Numerical algorithm for solving mathematical programming problems with a smooth surface as a constraint


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Abstract

A numerical algorithm for minimizing a convex function on a smooth surface is proposed. The algorithm is based on reducing the original problem to a sequence of convex programming problems. Necessary extremum conditions are examined, and the convergence of the algorithm is analyzed.

About the authors

Yu. A. Chernyaev

Kazan National Research Technical University

Author for correspondence.
Email: chernyuri@mail.ru
Russian Federation, ul. Karla Marksa 10, Kazan, Tatarstan, 420111

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