Optimality condition and method of searching extreme points in ellipsoidal norm maximization problem

V. A. Srochko, N. S. Rozinova

Irkutsk State University, 1, K. Marks St., Irkutsk, 664003

Abstract: The ellipsoidal norm maximization problem on a convex set is considered in searching and improving the admissible points that satisfy the necessary condition of optimality. The sufficient optimality condition is presented with a special maximum function that is a value of projection type auxiliary problem. An iteration method oriented on improving the extreme points is constructed.

Keywords: compact convex set; norm maximization problem; improving the extreme points.

UDC: 519.626