A reduced linearization method for solving problems of nonlinear optimization
Numerical methods and programming, Tome 13 (2012) no. 3, pp. 440-442
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An approach to solving a problem of optimization with constraints is proposed. An algorithm based on a synthesis of such methods as the separation of variables, the dimension reduction, and the method of reducing the original problem to an auxiliary one. A number of applicability conditions for this algorithm and a convergence theorem are formulated.
Keywords:
problems of nonlinear optimization; linearization method; linear constraints; reduces gradient method; linear convergence.
@article{VMP_2012_13_3_a8,
author = {S. V. Panferov},
title = {A reduced linearization method for solving problems of nonlinear optimization},
journal = {Numerical methods and programming},
pages = {440--442},
publisher = {mathdoc},
volume = {13},
number = {3},
year = {2012},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2012_13_3_a8/}
}
S. V. Panferov. A reduced linearization method for solving problems of nonlinear optimization. Numerical methods and programming, Tome 13 (2012) no. 3, pp. 440-442. http://geodesic.mathdoc.fr/item/VMP_2012_13_3_a8/