Article ID: | iaor19942385 |
Country: | Germany |
Volume: | 27 |
Issue: | 3 |
Start Page Number: | 229 |
End Page Number: | 233 |
Publication Date: | Oct 1993 |
Journal: | Optimization |
Authors: | Nenakhov E.I., Primak M.E. |
In this paper, an algorithm for solving a special convex programming problem (CPP) is proposed. The authors consider a CPP with an objective function whose values and gradients are not easy to calculate. An algorithm for infinite feasible sets is developed.