Abstract:
The conditional gradient method and the steepest descent method, which are conventionally used for solving convex programming problems, are extended to the case where the feasible set is the set-theoretic difference between a convex set and the union of several convex sets. Iterative algorithms are proposed, and their convergence is examined.
Key words:$\varepsilon$-stationary point, conditional $\varepsilon$-subdifferential, necessary condition for a local minimum, minimization of convex functions.
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