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Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set

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Abstract

A numerical algorithm for minimizing a convex function on the set-theoretic intersection of a spherical surface and a convex compact set is proposed. The idea behind the algorithm is to reduce the original minimization problem to a sequence of convex programming problems. Necessary extremum conditions are examined, and the convergence of the algorithm is analyzed.

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Authors and Affiliations

  1. Kazan National Research Technical University, Kazan, 420111 Tatarstan, Russia

    Yu. A. Chernyaev

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  1. Yu. A. Chernyaev
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Correspondence to Yu. A. Chernyaev.

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Original Russian Text © Yu.A. Chernyaev, 2017, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2017, Vol. 57, No. 10, pp. 1631–1640.

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Chernyaev, Y.A. Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set. Comput. Math. and Math. Phys. 57, 1607–1615 (2017). https://doi.org/10.1134/S0965542517100062

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  • DOI: https://doi.org/10.1134/S0965542517100062

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