An Algorithm for $LC^1$ Optimization
Yugoslav journal of operations research, Tome 15 (2005) no. 2, p. 301
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 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.
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/
@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/}
}