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

Zh. Vychisl. Mat. Mat. Fiz., 2009 Volume 49, Number 4, Pages 611–615 (Mi zvmmf3)

This article is cited in 2 papers

An iterative method for minimizing a convex nonsmooth function on a convex smooth surface

Yu. A. Chernyaev

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

Abstract: An iterative algorithm is proposed for the constrained minimization of a convex nonsmooth function on a set given as a convex smooth surface. The convergence of the algorithm in the sense of necessary conditions for a local minimum is proved.

Key words: conditional subdifferential, necessary condition for local minimum, convergence of iterative algorithm, minimization of nonsmooth function.

UDC: 519.698

Received: 14.07.2008


 English version:
Computational Mathematics and Mathematical Physics, 2009, 49:4, 589–593

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