Chernyaev, Yu. A. 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. Cited in 1 Document MSC: 65K05 Numerical mathematical programming methods 90C52 Methods of reduced gradient type 90C25 Convex programming Keywords:conditional subdifferential; local minimum; iterative algorithm; convergence; algorithm; constrained minimization; convex nonsmooth function; convex smooth surface PDFBibTeX XMLCite \textit{Yu. A. Chernyaev}, Zh. Vychisl. Mat. Mat. Fiz. 49, No. 4, 611--615 (2009; Zbl 1199.65195); translation in Comput. Math., Math. Phys. 49, No. 4, 589--594 (2009) Full Text: DOI