Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set
- Authors: Chernyaev Y.A.1
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Affiliations:
- Kazan National Research Technical University
- Issue: Vol 57, No 10 (2017)
- Pages: 1607-1615
- Section: Article
- URL: https://journal-vniispk.ru/0965-5425/article/view/179433
- DOI: https://doi.org/10.1134/S0965542517100062
- ID: 179433
Cite item
Abstract
A numerical algorithm for minimizing a convex function on the set-theoretic intersection of a spherical surface and a convex compact set is proposed. The idea behind the algorithm is to reduce the original minimization 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, Kazan, 420111 Tatarstan
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