The Newton Bracketing method for the minimization of convex functions subject to affine constraints

Adi Ben-Israel; Yuri Levin

doi:10.1016/j.dam.2007.04.012

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The Newton Bracketing method for the minimization of convex functions subject to affine constraints

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The Newton Bracketing method for the minimization of convex functions subject to affine constraints

Adi Ben-Israel and Yuri Levin

Discrete Applied Mathematics, Vol.156(11), pp.1977-1987

2008

DOI: https://doi.org/10.1016/j.dam.2007.04.012

Abstract

Affine constraints

Convex minimization

Directional Newton method

Fermat–Weber location problem

The Newton Bracketing method [Y. Levin, A. Ben-Israel, The Newton Bracketing method for convex minimization, Comput. Optimiz. Appl. 21 (2002) 213–229] for the minimization of convex functions f : R n → R is extended to affinely constrained convex minimization problems. The results are illustrated for affinely constrained Fermat–Weber location problems.

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Details

Title: The Newton Bracketing method for the minimization of convex functions subject to affine constraints
Creators: Adi Ben-Israel - RUTCOR—Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Road, Piscataway, NJ 08854-8003, USA
Yuri Levin - School of Business, Queen's University, Kingston, Ont., Canada K7L 3N6
Publication Details: Discrete Applied Mathematics, Vol.156(11), pp.1977-1987
Date published: 2008
Publisher: Elsevier B.V
Academic Unit: Management Science and Information Systems (RBS)
Language: English
Resource Type: Journal article
Identifiers: 991031665973604646