Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/348029
Type: Artigo
Title: Second-order negative-curvature methods for box-constrained and general constrained optimization
Author: Andreani, R.
Birgin, E.G.
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
Subject: Programação não-linear
Country: Estados Unidos
Editor: Springer
Rights: Fechado
Identifier DOI: 10.1007/s10589-009-9240-y
Address: https://link.springer.com/article/10.1007%2Fs10589-009-9240-y
Date Issue: 2010
Appears in Collections:IMECC - Artigos e Outros Documentos

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