Geodesic
Optimality condition and method of searching extreme points in ellipsoidal norm maximization problem
The Bulletin of Irkutsk State University. Series Mathematics, Tome 3 (2010) no. 3, pp. 93-104

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The ellipsoidal norm maximization problem on a convex set is considered in searching and improving the admissible points that satisfy the necessary condition of optimality. The sufficient optimality condition is presented with a special maximum function that is a value of projection type auxiliary problem. An iteration method oriented on improving the extreme points is constructed.
Keywords: compact convex set; norm maximization problem; improving the extreme points. 
@article{IIGUM_2010_3_3_a8,
     author = {V. A. Srochko and N. S. Rozinova},
     title = {Optimality condition and method of searching extreme points in ellipsoidal norm maximization problem},
     journal = {The Bulletin of Irkutsk State University. Series Mathematics},
     pages = {93--104},
     publisher = {mathdoc},
     volume = {3},
     number = {3},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IIGUM_2010_3_3_a8/}
}
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V. A. Srochko; N. S. Rozinova. Optimality condition and method of searching extreme points in ellipsoidal norm maximization problem. The Bulletin of Irkutsk State University. Series Mathematics, Tome 3 (2010) no. 3, pp. 93-104. http://geodesic.mathdoc.fr/item/IIGUM_2010_3_3_a8/