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Newton’s Method for Minimizing a Convex Twice Differentiable Function on a Preconvex Set

  • V. I. Zabotin
  • Yu. A. Chernyaev
Article

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.

Keywords

Newton’s method preconvex set quadratic programming problem necessary conditions for a local minimum convergence of algorithm 

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Copyright information

© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  1. 1.Kazan National Research Technical UniversityKazanRussia

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