On a New Optimization Method With Constraints
Keyword(s):
We consider the constrained optimization problem defined by: $$f(x^*) = \min_{x \in X} f(x) \eqno (1)$$ where the function $f$ : $ \pmb{\mathbb{R}}^{n} \longrightarrow \pmb{\mathbb{R}}$ is convex on a closed convex set X. In this work, we will give a new method to solve problem (1) without bringing it back to an unconstrained problem. We study the convergence of this new method and give numerical examples.
1975 ◽
Vol 97
(3)
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pp. 293-299
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2013 ◽
Vol 219
(23)
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pp. 10909-10914
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2015 ◽
Vol 74
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pp. 89-99
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2014 ◽
Vol 34
(3)
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pp. 1035-1055
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