Abstract
A linearization method in the continuous form described by a differential equation of the second order is considered. Its convergence to solution of the convex programming problem in finite-dimensional Euclidean space En is proved. Estimation of the convergence rate of the method suggested is given.
Original language | English (US) |
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Pages (from-to) | 3-12 |
Number of pages | 10 |
Journal | Vestnik Moskovskogo Universiteta. Ser. 15 Vychislitel'naya Matematika i Kibernetika |
Issue number | 1 |
State | Published - Jan 1996 |
Externally published | Yes |
ASJC Scopus subject areas
- Software
- Hardware and Architecture
- Applied Mathematics