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: | Denisov D.V. |
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.