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


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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.

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Yu. Chernyaev

Kazan National Research Technical University

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Email: chernyuri@mail.ru
俄罗斯联邦, ul. Karla Marksa 10, Kazan, Tatarstan, 420111

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