Article ID: | iaor20061014 |
Country: | Serbia |
Volume: | 15 |
Issue: | 2 |
Start Page Number: | 301 |
End Page Number: | 306 |
Publication Date: | Jan 2005 |
Journal: | Yugoslav Journal of Operations Research |
Authors: | uranovi-Milii Nada I. |
In this paper an algorithm for LC1 unconstrained optimization problems, which uses the second order Dini upper directional derivative is considered. The purpose of the paper is to establish general algorithm hypotheses under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of convergence.