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KIAM Preprint № 39, Moscow, 2016
Authors: Samotokhin A. S.
Numerical method of conditional minimization with using caching and modified Lagrange function
The numerical method to minimize function of several variables supplied by limitations in forms of equalities or/and inequalities is considered. The method is based on using of modified Lagrange function and caching of calculation. Computation scheme is described in details. The original method to estimate partial derivative is proposed.
numerical method, conditional minimization, caching.
Publication language: russian,  pages: 25
Research direction:
Mathematical problems and theory of numerical methods
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About authors:
  • Samotokhin Alexander Sergeevich, RAS