Minimizing pseudoconvex functions on convex compact sets (Q1120481): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:16, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimizing pseudoconvex functions on convex compact sets |
scientific article |
Statements
Minimizing pseudoconvex functions on convex compact sets (English)
0 references
1990
0 references
An algorithm is presented which minimizes continuously differentiable pseudo-convex functions on convex compact sets which are characterized by their support functions. If the function can be minimized exactly on affine sets in a finite number of operations and the constraints set is a polytope, the algorithm has finite convergence. Numerical results are reported which illustrate the performance of the algorithm when applied to a specific search direction problem. The algorithm differs from existing algorithms in that it has proven convergence when applied to any convex compact set, and not just polytopal sets.
0 references
barycentric representation
0 references
continuously differentiable pseudo-convex functions
0 references
convex compact sets
0 references
finite convergence
0 references
search direction problem
0 references