The Newton Bracketing method for the minimization of convex functions subject to affine constraints

  • Authors:
  • Adi Ben-Israel;Yuri Levin

  • Affiliations:
  • RUTCOR-Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Road, Piscataway, NJ 08854-8003, USA;School of Business, Queen's University, Kingston, Ont., Canada K7L 3N6

  • Venue:
  • Discrete Applied Mathematics
  • Year:
  • 2008

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Abstract

The Newton Bracketing method [Y. Levin, A. Ben-Israel, The Newton Bracketing method for convex minimization, Comput. Optimiz. Appl. 21 (2002) 213-229] for the minimization of convex functions f:R^n-R is extended to affinely constrained convex minimization problems. The results are illustrated for affinely constrained Fermat-Weber location problems.