On a Second-Order Step-Size Algorithm
Yugoslav journal of operations research, Tome 12 (2002) no. 1, p. 121
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In this paper we present a modification of the second-order step-size
algorithm. This modification is based on the so called forcing functions. It is proved
that this modified algorithm is well-defined. It is also proved that every point of
accumulation of the sequence generated by this algorithm is a second-order point of the
nonlinear programming problem. Two different convergence proofs are given having in
mind two interpretations of the presented algorithm.
Keywords:
Forcing function, step-size algorithm, second-order conditions.
@article{YJOR_2002_12_1_a8,
author = {Nada I. Djuranovi\'c-Mili\v{c}i\'c},
title = {On a {Second-Order} {Step-Size} {Algorithm}},
journal = {Yugoslav journal of operations research},
pages = {121 },
year = {2002},
volume = {12},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a8/}
}
Nada I. Djuranović-Miličić. On a Second-Order Step-Size Algorithm. Yugoslav journal of operations research, Tome 12 (2002) no. 1, p. 121 . http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a8/