Numerical Algorithm for Minimizing a Convex Function on the Intersection of a Smooth Surface and a Convex Compact Set

作     者：Chernyaev, Yu. A. 

作者机构：Kazan Natl Res Tech Univ Kazan 420111 Tatarstan Russia 

出 版 物：《COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS》 (计算数学与数理物理学)

年 卷 期：2019年第59卷第7期

页      面：1098-1104页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 0702[理学-物理学] 

主　　题：smooth surface convex compact set convex programming problem projection onto a nonconvex set necessary conditions for a local minimum convergence of an algorithm 

摘      要：A numerical algorithm for minimizing a convex function on the set-theoretic intersection of a smooth surface and a convex compact set in finite-dimensional Euclidean space is proposed. The idea behind the algorithm is to reduce the original problem to a sequence of convex programming problems. Necessary extremum conditions are studied, and the convergence of the algorithm is analyzed.