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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2022 Volume 62, Number 12, Pages 2018–2025 (Mi zvmmf11482)

Optimal control

Numerical algorithm for solving a class of optimization problems with a constraint in the form of a subset of points of a smooth surface

Yu. A. Chernyaev

Kazan National Research Technical University, 420111, Kazan, Tatarstan, Russia

Abstract: A numerical algorithm is proposed for minimizing a convex function on the set-theoretic difference between a set of points of a smooth surface and the union of finitely many convex open sets in $n$-dimensional Euclidean space. The idea behind the algorithm is to reduce 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, open convex set, convex programming problem, necessary conditions for a local minimum, convergence of an algorithm.

UDC: 519.658

Received: 27.05.2021
Revised: 11.07.2022
Accepted: 04.08.2022

DOI: 10.31857/S0044466922120080


 English version:
Computational Mathematics and Mathematical Physics, 2022, 62:12, 2033–2040

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© Steklov Math. Inst. of RAS, 2026