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

Zh. Vychisl. Mat. Mat. Fiz., 2014 Volume 54, Number 2, Pages 208–223 (Mi zvmmf9988)

This article is cited in 5 papers

A relaxation method for minimizing a smooth function on a generalized spherical segment

A. M. Dulliev

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

Abstract: The minimization of a smooth functional on a generalized spherical segment of a finite-dimensional Euclidean space is examined. A relaxation method that involves successive projections of the antigradient onto auxiliary sets of a simpler structure is proposed. It is shown that, under certain natural assumptions, this method converges to a stationary point.

Key words: nonconvex optimization problems, gradient projection method, relaxation method, convergence, Lipschitz condition, spherical segment, tangent cone.

UDC: 519.658

Received: 14.01.2013

DOI: 10.7868/S0044466914020045


 English version:
Computational Mathematics and Mathematical Physics, 2014, 54:2, 219–234

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