Iterative algorithm for minimizing a convex function at the intersection of a spherical surface and a convex compact set |
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Authors: | Yu. A. Chernyaev |
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Affiliation: | 1.Kazan National Research Technical University,Kazan,Russia |
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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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