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

摘要

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. (C) 2007 Elsevier B.V. All right reserved.