On a second-order step-size algorithm

On a second-order step-size algorithm

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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:
Abstract:

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.

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