An algorithm for LC1 optimization

An algorithm for LC1 optimization

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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:
Abstract:

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.

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