Iterative Algorithm for Mathematical Programming Problems with Preconvex Constraints

作者：Minnibaev T F^*; Chernyaev Yu A

来源：Computational Mathematics and Mathematical Physics, 2010, 50(5): 792-794.

DOI：10.1134/S0965542510050040

• preconvex set
• convex programming problem
• necessary condition for a local minimum
• convergence of an iterative algorithm

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.

• 出版日期2010-5