Continuous second-order linearization method for convex programming problems (Q1281215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous second-order linearization method for convex programming problems |
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Continuous second-order linearization method for convex programming problems (English)
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21 March 1999
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The method of a linearization in a continuous form described by a differential equation of the second order is considered. Convergence of the linearized solution to a solution of the problem of the convex programming in a finite-dimensional Euclidean space is proved. An evaluation of the speed of convergence is obtained.
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linearization
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speed of convergence
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