This article is cited in 4 papers

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

Yu. A. Chernyaev

Kazan National Research Technical University, ul. Karla Marksa 10, Kazan, Tatarstan, 420111, Russia

Abstract: 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.

Key words: smooth surface, convex programming problem, projection onto a nonconvex set, necessary conditions for a local minimum, convergence of an algorithm.

UDC: 519.658

Received: 17.11.2014

DOI: 10.7868/S0044466916030029

 English version: Computational Mathematics and Mathematical Physics, 2016, 56:3, 376–381

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