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Continuous second-order linearization method for convex programming problems - MaRDI portal

Continuous second-order linearization method for convex programming problems (Q1281215)

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scientific article; zbMATH DE number 1266880
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Continuous second-order linearization method for convex programming problems
scientific article; zbMATH DE number 1266880

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    Continuous second-order linearization method for convex programming problems (English)
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    21 March 1999
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    The method of a linearization in a continuous form described by a differential equation of the second order is considered. Convergence of the linearized solution to a solution of the problem of the convex programming in a finite-dimensional Euclidean space is proved. An evaluation of the speed of convergence is obtained.
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    linearization
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    speed of convergence
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