Iterative algorithm for mathematical programming problems with preconvex constraints |
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Authors: | T. F. Minnibaev Yu. A. Chernyaev |
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Affiliation: | (3) School Math. Sci. Tel-Aviv Univ., Ramat-Aviv, Tel-Aviv, 69978, Israel |
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Abstract: | An iterative algorithm is proposed for minimizing a convex function on a set defined as the set-theoretic difference between a convex set and the union of several convex sets. The convergence of the algorithm is proved in terms of necessary conditions for a local minimum. |
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