A reduced linearization method for solving problems of nonlinear optimization

Authors

  • S.V. Panferov Dubna State University

Keywords:

problems of nonlinear optimization, linearization method, linear constraints, reduces gradient method, linear convergence

Abstract

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.

Author Biography

S.V. Panferov

Dubna State University
• Associate Professor

References

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  4. Сухарев А.Г., Тимохов А.В., Федоров В.В. Курс методов оптимизации. М.: Физматлит, 2005.
  5. Панферов C.В. Гарантированная оценка угла между касательной и координатной плоскостью // Прикладная математика и информатика. Вып. 8. М.: МАКС Пресс, 2001. 154-158.

Published

28-09-2012

How to Cite

Панфёров С. A Reduced Linearization Method for Solving Problems of Nonlinear Optimization // Numerical Methods and Programming (Vychislitel’nye Metody i Programmirovanie). 2012. 13. 440-442

Issue

Section

Section 1. Numerical methods and applications