Minimization of SC1 functions and the Maratos effect
نویسنده
چکیده
We consider the unconstrained minimization of a continuously diierentiable function with semismooth gradient by line search methods; in particular we focus on the problem of the acceptance of the unit stepsize. We show that, under mild conditions, if the full search direction brings superlinear convergence, then the unit stepsize is eventually accepted so that the Maratos eeect does not occur. The relevance to this issue of a generalization of the classical second order suucient condition for optimality is pointed out.
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عنوان ژورنال:
- Oper. Res. Lett.
دوره 17 شماره
صفحات -
تاریخ انتشار 1995