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An iterative method for minimizing a convex nonsmooth function on a convex smooth surface. (Russian, English) Zbl 1199.65195

Zh. Vychisl. Mat. Mat. Fiz. 49, No. 4, 611-615 (2009); translation in Comput. Math., Math. Phys. 49, No. 4, 589-594 (2009).
Summary: An iterative algorithm is proposed for the constrained minimization of a convex nonsmooth function on a set given as a convex smooth surface. The convergence of the algorithm in the sense of necessary conditions for a local minimum is proved.

MSC:

65K05 Numerical mathematical programming methods
90C52 Methods of reduced gradient type
90C25 Convex programming
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