A reduced linearization method for solving problems of nonlinear optimization
Keywords:
problems of nonlinear optimization, linearization method, linear constraints, reduces gradient method, linear convergenceAbstract
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.
References
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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