Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set


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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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