An algorithm for LC1 optimization
DOI:
https://doi.org/10.2298/YJOR0502301DKeywords:
directional derivative, second order Dini upper directional derivative, uniformly convex functionsAbstract
In this paper an algorithm for LC1 unconstrained optimization problems, which uses the second order Dini upper directional derivative is considered. The purpose of the paper is to establish general algorithm hypotheses under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of convergence.References
Goldfarb, D. (1980) Curvilinear path step length algorithms for minimization with directions of negative curvature. Mathematical Programming, 18, 31-40
Karmanov, V.G. (1975) Matematiceskoe Programirovanie. Moskva: Nauka
Polak, E. (1974) Cislennie metodi optimizacii: Edinij podhod. Moskva: Mir, translation from English
Sun, W., de Sampaio, R.J.B., Yuan, J. (2000) Two algorithms for LC1 unconstrained optimization. J Comput Math, 18, 621-632
Vujčić, V., Ašić, M., Đuranović-Miličić, N. (1980) Mathematical programming. Belgrade: Institute of Mathematics
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2005-09-01
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