Two Algorithms for LC<sup>1</sup> Unconstrained Optimization

Two Algorithms for LC<sup>1</sup> Unconstrained Optimization

Year:    2000

Author:    Wen-Yu Sun, R. J. B. de Sampaio, Jin-Yun Yuan

Journal of Computational Mathematics, Vol. 18 (2000), Iss. 6 : pp. 621–632

Abstract

In this paper we present two algorithms for $LC^1$ unconstrained optimization problems which use the second order Dini upper directional derivative. These methods are simple and easy to perform. We discuss the related properties of the iteration function, and establish the global and superlinear convergence of our methods.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2000-JCM-9072

Journal of Computational Mathematics, Vol. 18 (2000), Iss. 6 : pp. 621–632

Published online:    2000-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:    Nonsmooth optimization Directional derivative Newton-like method Convergence Trust region method.

Author Details

Wen-Yu Sun

R. J. B. de Sampaio

Jin-Yun Yuan