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.
Keywords:
Directional derivative / Second order Dini upper directional derivative / Uniformly convex functions
Source:
Yugoslav Journal of Operations Research, 2005, 15, 2, 301-306
Publisher:
Faculty of Organizational Sciences, Belgrade
Funding / projects:
This research was supported by Science Fund of Serbia, grant number 1389, through Institute of Mathematics, SANU.
TY - JOUR
AU - Đuranović-Miličić, Nada I.
PY - 2005
UR - http://TechnoRep.tmf.bg.ac.rs/handle/123456789/5441
AB - 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.
PB - Faculty of Organizational Sciences, Belgrade
T2 - Yugoslav Journal of Operations Research
T1 - An algorithm for LC1 optimization
EP - 306
IS - 2
SP - 301
VL - 15
DO - 10.2298/YJOR0502301D
ER -
@article{
author = "Đuranović-Miličić, Nada I.",
year = "2005",
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.",
publisher = "Faculty of Organizational Sciences, Belgrade",
journal = "Yugoslav Journal of Operations Research",
title = "An algorithm for LC1 optimization",
pages = "306-301",
number = "2",
volume = "15",
doi = "10.2298/YJOR0502301D"
}
Đuranović-Miličić, N. I.. (2005). An algorithm for LC1 optimization. in Yugoslav Journal of Operations Research
Faculty of Organizational Sciences, Belgrade., 15(2), 301-306.
https://doi.org/10.2298/YJOR0502301D
Đuranović-Miličić NI. An algorithm for LC1 optimization. in Yugoslav Journal of Operations Research. 2005;15(2):301-306.
doi:10.2298/YJOR0502301D .
Đuranović-Miličić, Nada I., "An algorithm for LC1 optimization" in Yugoslav Journal of Operations Research, 15, no. 2 (2005):301-306,
https://doi.org/10.2298/YJOR0502301D . .
