This article is cited in 4 papers

An extension of the conditional gradient method to a class of nonconvex optimization problems

Yu. A. Chernyaev

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

Abstract: The conditional gradient method is extended to the case when the feasible set is the set-the-oretic difference of a certain convex set and the union of several convex sets. Necessary extremum conditions are used to prove the convergence of the method.

Key words: set-theoretic difference, necessary condition for a local minimum, convergence of an algorithm.

UDC: 519.853.6

Received: 29.06.2005

 English version: Computational Mathematics and Mathematical Physics, 2006, 46:4, 548–553

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