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TWO ALGORITHMS FOR LC^1 UNCONSTRAINED OPTIMIZATION 被引量:3

TWO ALGORITHMS FOR LC^1 UNCONSTRAINED OPTIMIZATION
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摘要 Presents two algorithms for LC unconstrained optimization problems which use the second order Dini upper directional derivative. Simplicity of the methods to use and perform; Discussion of related properties of the iteration function. Presents two algorithms for LC unconstrained optimization problems which use the second order Dini upper directional derivative. Simplicity of the methods to use and perform; Discussion of related properties of the iteration function.
出处 《Journal of Computational Mathematics》 SCIE EI CSCD 2000年第6期621-632,共12页 计算数学(英文)
基金 CNPq of Brazil and the National Natural Science Foundation of China.
关键词 nonsmooth optimization directional derivative Newton-like method CONVERGENCE trust region method nonsmooth optimization directional derivative Newton-like method convergence trust region method
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参考文献4

  • 1Liqun Qi.Superlinearly convergent approximate Newton methods for LC1 optimization problems[J].Mathematical Programming (-).1994(1-3)
  • 2Liqun Qi,Jie Sun.A nonsmooth version of Newton’s method[J].Mathematical Programming (-).1993(1-3)
  • 3Y. Yuan.Conditions for convergence of trust region algorithms for nonsmooth optimization[J].Mathematical Programming.1985(2)
  • 4Jean-Baptiste Hiriart-Urruty,Jean-Jacques Strodiot,V. Hien Nguyen.Generalized Hessian matrix and second-order optimality conditions for problems withC 1,1 data[J].Applied Mathematics & Optimization.1984(1)

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