Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/1075
Type: Artigo de periódico
Title: Second-order negative-curvature methods for box-constrained and general constrained optimization
Author: ANDREANI, R.
BIRGIN, E. G.
MARTINEZ, J. M.
SCHUVERDT, M. L.
Abstract: 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. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.
Subject: Nonlinear programming
Augmented Lagrangians
Global convergence
Optimality conditions
Second-order conditions
Constraint qualifications
Country: Estados Unidos
Editor: SPRINGER
Citation: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v.45, n.2, p.209-236, 2010
Rights: fechado
Identifier DOI: 10.1007/s10589-009-9240-y
Address: http://dx.doi.org/10.1007/s10589-009-9240-y
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Date Issue: 2010
Appears in Collections:IMECC - Artigos e Materiais de Revistas Científicas

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