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Numerical Algorithm for Minimizing a Convex Function on the Intersection of a Smooth 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 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.

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Authors and Affiliations

  1. Kazan National Research Technical University, 420111, Kazan, 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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Translated by I. Ruzanova

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Chernyaev, Y.A. Numerical Algorithm for Minimizing a Convex Function on the Intersection of a Smooth Surface and a Convex Compact Set. Comput. Math. and Math. Phys. 59, 1098–1104 (2019). https://doi.org/10.1134/S0965542519070054

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  • DOI: https://doi.org/10.1134/S0965542519070054

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