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)|
|Number of pages||10|
|Journal||Vestnik Moskovskogo Universiteta. Ser. 15 Vychislitel'naya Matematika i Kibernetika|
|State||Published - Jan 1 1996|
ASJC Scopus subject areas
- Hardware and Architecture
- Applied Mathematics