An Algorithm for $LC^1$ Optimization
Yugoslav journal of operations research, Tome 15 (2005) no. 2, p. 301
In this paper an algorithm for $LC^1$ 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.
Keywords:
Directional derivative, second order Dini upper directional derivative, uniformly convex functions.
@article{YJOR_2005_15_2_a8,
author = {Nada I. {\DJ}uranovi\'c-Mili\v{c}i\'c},
title = {An {Algorithm} for $LC^1$ {Optimization}},
journal = {Yugoslav journal of operations research},
pages = {301 },
year = {2005},
volume = {15},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2005_15_2_a8/}
}
Nada I. Đuranović-Miličić. An Algorithm for $LC^1$ Optimization. Yugoslav journal of operations research, Tome 15 (2005) no. 2, p. 301 . http://geodesic.mathdoc.fr/item/YJOR_2005_15_2_a8/