This article is cited in 2 papers

Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set

Yu. A. Chernyaev

Kazan National Research Technical University, Kazan, Russia

Abstract: A numerical algorithm for minimizing a convex function on the set-theoretic intersection of a spherical surface and a convex compact set is proposed. The idea behind the algorithm is to reduce the original minimization problem to a sequence of convex programming problems. Necessary extremum conditions are examined, and the convergence of the algorithm is analyzed.

Key words: spherical surface, convex compact set, convex programming problem, necessary conditions for a local minimum, convergence of an algorithm.

UDC: 519.658.2

Received: 11.05.2016

DOI: 10.7868/S0044466917100064

 English version: Computational Mathematics and Mathematical Physics, 2017, 57:10, 1607–1615

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