A reduced linearization method for solving problems of nonlinear optimization
Authors
S.V. Panferov
Keywords:
problems of nonlinear optimization
linearization method
linear constraints
reduces gradient method
linear convergence
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.
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