The use of local coordinates in optimization problems

The use of local coordinates in optimization problems

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Article ID: iaor1992666
Country: United Kingdom
Volume: 30
Start Page Number: 107
End Page Number: 109
Publication Date: Aug 1990
Journal: USSR Computational Mathematics and Mathematical Physics
Authors:
Abstract:

The necessary and sufficient conditions for an extremum are expressed in local coordinates. It is shown that in some cases irregularity of the constraints at the extremum points does not affect the form of the necessary conditions. A first-order numerical method with a linear rate of convergence is considered.

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