An algorithm for constrained convex optimization

DOI10.1080/01630568508816207MaRDI QIDQ3340506zbMATH OpenOpenAlexFDO

Authors R. W. Owens, V. P. Sreedharan

Publication date 1985

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630568508816207

zbMATH Keywords

constrained optimizationfeasible direction algorithmpseudoconvex functionsmooth compact convex domain

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

Recommendations

• Minimizing pseudoconvex functions on convex compact sets
• An algorithm for linearly constrained convex nondifferentiable minimization problems
• Relaxation algorithms for constrained minimization of nonsmooth strictly pseudoconvex functions
• An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
• On an approach to the construction of algorithms for the unconditional minimization of pseudoconvex functions

Cites work

• A subgradient projection algorithm
• Convergence Conditions for Nonlinear Programming Algorithms
• scientific article; zbMATH DE number 3159112 (Why is no real title available?)
• scientific article; zbMATH DE number 3354513 (Why is no real title available?)
• Implementation of a subgradient projection algorithm II
• Subgradient projection algorithm. II

Cited in

(9)

• Minimizing pseudoconvex functions on convex compact sets
• An algorithm for maximizing a convex function over a simple set
• Relaxation algorithms for constrained minimization of nonsmooth strictly pseudoconvex functions
• Sulla convergenza di un algoritmo di direzioni ammissibili per problemi di ottimo a vincoli lineari con funzione oggetto convessa non differenziabile
• A cone constrained convex program: structure and algorithms
• Algorithmes de type F.A.C. en optimisation convexe
• An Optimal Algorithm for Constrained Differentiable Convex Optimization
• Algorithm 813
• Convex programming algorithm with a modified Lagrange function

This page was built for publication: An algorithm for constrained convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3340506)