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|Title:||Second-order negative-curvature methods for box-constrained and general constrained optimization|
Martínez, 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|
|Appears in Collections:||IMECC - Artigos e Outros Documentos|
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