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An extension of the conditional gradient method to a class of nonconvex optimization problems. (Russian, English) Zbl 1210.65108

Zh. Vychisl. Mat. Mat. Fiz. 46, No. 4, 576-582 (2006); translation in Comput. Math. Math. Phys. 46, No. 4, 548-553 (2006).
Summary: The conditional gradient method is extended to the case when the feasible set is the set-theoretic difference of a certain convex set and the union of several convex sets. Necessary extremum conditions are used to prove the convergence of the method.

MSC:

65K05 Numerical mathematical programming methods
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