The Minimization of a Smooth Convex Functional on a Convex Set
Vladimir F. Demyanov, Alexander M. Rubinov
Abstract
Vladimir F. Demyanov, Alexander M. Rubinov
Abstract
A method is given for the minimization of a convex functional. on a convex set in Banach space. The paper proves the convergence of the method and presents its applications to problems of optimal linear programming and of convex programming.
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A method is given for the minimization of a convex functional. on a convex set in Banach space. The paper proves the convergence of the method and presents its applications to problems of optimal linear programming and of convex programming.
Key concepts: Subderivative, Convex analysis, Proper convex function, Mathematics, Convex set, Convex optimization, Convex combination, Mathematical optimization