This article is cited in 1 paper

Numerical method of conditional minimization with using caching and modified Lagrange function

A. S. Samotokhin


Abstract: The numerical method to minimize function of several variables supplied by limitations in forms of equalities or/and inequalities is considered. The method is based on using of modified Lagrange function and caching of calculation. Computation scheme is described in details. The original method to estimate partial derivative is proposed.

Keywords: numerical method, conditional minimization, caching.