Abstract:
The problem of minimizing a convex twice differentiable function on the set-theoretic difference between a convex set and the union of several convex sets is considered. A generalization of Newton's method for solving problems with convex constraints is proposed. The convergence of the algorithm is analyzed.
Key words:
Newton's method, preconvex set, quadratic programming problem, necessary conditions for a local minimum, convergence of algorithm.
Citation:
V. I. Zabotin, Yu. A. Chernyaev, “Newton's method for minimizing a convex twice differentiable function on a preconvex set”, Zh. Vychisl. Mat. Mat. Fiz., 58:3 (2018), 340–345; Comput. Math. Math. Phys., 58:3 (2018), 322–327