Second-order negative-curvature methods for box-constrained and general constrained optimization
نویسندگان
چکیده
منابع مشابه
Second-order negative-curvature methods for box-constrained and general constrained optimization
A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Conv...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2009
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-009-9240-y