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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.
Keywords:conditional subdifferential  necessary condition for local minimum  convergence of iterative algorithm  minimization of nonsmooth function
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