An algorithm for LC1 optimization

Authors

  • Nada I. Đuranović-Miličić University of Belgrade - Faculty of Technology and Metallurgy - Department of Mathematics, Belgrade, Yugoslavia

DOI:

https://doi.org/10.2298/YJOR0502301D

Keywords:

directional derivative, second order Dini upper directional derivative, uniformly convex functions

Abstract

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., "Curvilinear path steplength algorithms for minimization with directions of negative curvature", Mathematical Programming, 18 (1980) 31-40.

Karmanov, V.G., Matematiceskoe Programirovanie, Nauka, Moskva, 1975.

Polak, E., Cislennie metodi optimizacii: edinij podhod (translation from English), Mir, Moskva, 1974.

Sun, V.J., Sampaio, R.J.B., and Yuan, Y.J., "Two algorithms for LC1 unconstrained optimization", Journal of Computational Mathematics, 6 (2000) 621-632.

Vujčić, V., Ašić, M., and Miličić, N., Mathematical Programming, Institute of Mathematics, Belgrade, 1980. (In Serbian)

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Published

2005-09-01

Issue

Vol. 15 No. 2 (2005)

Section

Research Articles

License

Copyright (c) 2005 YUJOR

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