An iterative method for minimizing a convex nonsmooth function on a convex smooth surface
Authors:
Yu. A. Chernyaev
Affiliation:
(1) Kazan State Technical University, ul. Karla Marksa 10, Kazan, 420111, Tatarstan, Russia
Abstract:
An iterative algorithm is proposed for the constrained minimization of a convex nonsmooth function on a set given as a convex smooth surface. The convergence of the algorithm in the sense of necessary conditions for a local minimum is proved.