Summary: Comput. Maths. Math. Phys., Vol.33, No.12, pp. 15551568, 1993
Pergamon c 1994 Elsevier Science Ltd
Printed in Great Britain. All rights reserved
0965-5425(94)E0014-A
AN INTERIOR LINEARIZATION METHOD1
A.S. ANTIPIN
Moscow
(Revised version 25 December 2002)
An interior linearization method is described. Its convergence to the solution of
the convex programming problem is proved. Bounds are obtained for the rate
of convergence. A relation with internal modied Lagrange functions methods
is established.
1. STATEMENT OF THE PROBLEM
Consider the convex programming problem
x
Argmin {f(x) : g(x) 0, x Q}, (1.1)
where f(x) and each component of the vector function g(x) is a convex scalar function, and
Q Rn
is a convex closed set in Rn
.

Source: Antipin, Anatoly S. - Dorodnicyn Computing Centre of the Russian Academy of Sciences

Collections: Computer Technologies and Information Sciences; Mathematics