On a New Optimization Method With Constraints

  •  Bouchta RHANIZAR    


We consider the constrained optimization problem  defined by:

$$f(x^*) = \min_{x \in  X} f(x) \eqno (1)$$

where the function  $f$ : $ \pmb{\mathbb{R}}^{n} \longrightarrow \pmb{\mathbb{R}}$ is convex  on a closed convex set X.
In this work, we will give a new method to solve problem (1) without bringing it back to an unconstrained problem. We study the convergence of this new method and give numerical examples.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1916-9795
  • ISSN(Online): 1916-9809
  • Started: 2009
  • Frequency: bimonthly

Journal Metrics

  • h-index (December 2020): 21
  • i10-index (December 2020): 64
  • h5-index (December 2020): N/A
  • h5-median (December 2020): N/A

( The data was calculated based on Google Scholar Citations. Click Here to Learn More. )