The Newton Bracketing method for the minimization of convex functions subject to affine constraints |
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| Authors: | Adi Ben-Israel |
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| Affiliation: | a RUTCOR—Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Road, Piscataway, NJ 08854-8003, USA
b School of Business, Queen's University, Kingston, Ont., Canada K7L 3N6 |
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| Abstract: | The Newton Bracketing method [Y. Levin, A. Ben-Israel, The Newton Bracketing method for convex minimization, Comput. Optimiz. Appl. 21 (2002) 213-229] for the minimization of convex functions f:Rn→R is extended to affinely constrained convex minimization problems. The results are illustrated for affinely constrained Fermat-Weber location problems. |
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| Keywords: | Convex minimization Directional Newton method Affine constraints Fermat-Weber location problem |
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