A Minimization Algorithm for Limit Extremal Problems on Convex Compactum.

In an extremal problem, instead of f (x) one has a sequence fn(x) of functions approximating in some sense f (x) and on the basis of which one has to find an extremum of f (x), such problems are usually called limit extremal problems. In this study, a minimization algorithm for limit extremal problems is proposed under some certain constraints. The algorithm is based on the linearization method of Pshenichnyi [1, 2]. [ABSTRACT FROM AUTHOR]