This article is cited in 2 papers

Convergence of a numerical abstract convexity algorithm

M. Yu. Andramonov

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes

Abstract: We propose a series of algorithms for solving abstract convex programming problems and prove convergence to the global solution of the problem. The algorithms use an approximation of the objective function by piecewise-linear minorants.

Keywords: convex analysis, global optimization, branching algorithm, generalized cutting-plane method.

UDC: 519.6

MSC: Primary 90C26; Secondary 90C30

Received: 04.04.2006
Revised: 11.01.2008

DOI: 10.4213/im1025

 English version: Izvestiya: Mathematics, 2009, 73:1, 3–19

Bibliographic databases:

• 
• 
• 
• 
• 
• 
•