Article ID: | iaor20023489 |
Country: | Serbia |
Volume: | 12 |
Issue: | 1 |
Start Page Number: | 121 |
End Page Number: | 127 |
Publication Date: | Jan 2002 |
Journal: | Yugoslav Journal of Operations Research |
Authors: | Djuranovi-Milii Nada I. |
In this paper we present a modification of the second-order step-size algorithm. This modification is based on the so called forcing functions. It is proved that this modified algorithm is well-defined. It is also proved that every point of accumulation of the sequence generated by this algorithm is a second-order point of the nonlinear programming problem. Two different convergence proofs are given having in mind two interpretations of the presented algorithm.