Method for minimization of quasiconvex functions based on logarithmic barriers
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 3, pp. 429-434
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An iterative method for minimizing quasiconvex Lipschitz functions defined on convex compacts is described. The method is based on the cutting scheme with the cutting center being the analytic center of an auxiliary polyhedron containing the desired minimizer. The convergence rate of the method is established. A modification of the method for several special classes of quasiconvex functions is given.
@article{ZVMMF_2005_45_3_a7,
author = {E. G. Gol'shtein},
title = {Method for minimization of quasiconvex functions based on logarithmic barriers},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {429--434},
publisher = {mathdoc},
volume = {45},
number = {3},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a7/}
}
TY - JOUR AU - E. G. Gol'shtein TI - Method for minimization of quasiconvex functions based on logarithmic barriers JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2005 SP - 429 EP - 434 VL - 45 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a7/ LA - ru ID - ZVMMF_2005_45_3_a7 ER -
%0 Journal Article %A E. G. Gol'shtein %T Method for minimization of quasiconvex functions based on logarithmic barriers %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2005 %P 429-434 %V 45 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a7/ %G ru %F ZVMMF_2005_45_3_a7
E. G. Gol'shtein. Method for minimization of quasiconvex functions based on logarithmic barriers. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 3, pp. 429-434. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a7/