Piecewise linear convex and concave support functions combined with Pijavskii's method are proposed to be used for solving global optimization problems. Rules for constructing support functions are introduced .
The 15th Baikal International School-Seminar on OPTIMIZATION METHODS AND THEIR APPLICATIONS is dedicated to the memory of Professor Valerian Pavlovich Bulatov. Professor Valerian Pavlovich Bulatov, an outstanding Russian mathematician was born on February 14, 1935, in Yaroslavl. After graduating from school he served in the Soviet Army. He educated at the… (More)
We consider convex quadratic programming problem with convex quadratic constraints and suggest a modification of the well-known ellipsoid method based on using an ellip-soidal layer in the problem of circumscribing the minimum volume ellipsoid around of a part of a given ellipsoid. Our paper contains further development and improvement of the technique… (More)