On a Second-Order Step-Size Algorithm
Yugoslav journal of operations research, Tome 12 (2002) no. 1, p. 121
Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
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.
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/
@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/}
}