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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2012 Volume 13, Issue 3, Pages 440–442 (Mi vmp49)

Вычислительные методы и приложения

A reduced linearization method for solving problems of nonlinear optimization

S. V. Panferov

Dubna International University for Nature, Society, and Man

Abstract: 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.

Keywords: problems of nonlinear optimization; linearization method; linear constraints; reduces gradient method; linear convergence.

UDC: 519.6

Received: 18.08.2012



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