Conditional gradient method for optimization problems with a constraint in the form of the intersection of a convex smooth surface and a convex compact set
Abstract:
The conditional gradient method is generalized to nonconvex sets of constraints representing the set-theoretic intersection of a convex smooth surface and a convex compact set. Necessary optimality conditions are studied, and the convergence of the method is analyzed.
Key words:convex smooth surface, convex compact set, minimization of a smooth function, conditional gradient method.
