V. I. Venets, “Continuous algorithms for solving convex problems of conditional minimization, which use the operation of projection on the feasible set”, Avtomat. i Telemekh., 1985, Issue 7,Pages <nobr>73

Deterministic Systems

Continuous algorithms for solving convex problems of conditional minimization, which use the operation of projection on the feasible set

V. I. Venets

Moscow

Abstract: The proposed continuous algorithms for solution of convex optimization problems perform mapping on the feasible set. The algorithms are represented as systems of differential equations with a discontinuous (but single-valued) right-hand side. Solutions of such systems are proved to exist, their asymptotic properties studied, and an example given.

UDC: 62-505, 519.8

Received: 28.04.1984