scholarly journals An algorithm for LC1 optimization

2005 ◽  
Vol 15 (2) ◽  
pp. 301-306 ◽  
Author(s):  
Nada Djuranovic-Milicic

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.

Filomat ◽  
2007 ◽  
Vol 21 (2) ◽  
pp. 285-290
Author(s):  
Nada Djuranovic-Milicic

In this paper a trust region algorithm for minimization of locally Lipschitzian functions, which uses the second order Dini upper directional derivative is considered. A convergence proof is given, as well as an estimate of the rate of convergence. .


2008 ◽  
Vol 18 (1) ◽  
pp. 47-52 ◽  
Author(s):  
Nada Djuranovic-Milicic

In this paper a multi-step algorithm for LC1 unconstrained optimization problems is presented. This method uses previous multi-step iterative information and curve search to generate new iterative points. A convergence proof is given, as well as an estimate of the rate of convergence.


Filomat ◽  
2007 ◽  
Vol 21 (1) ◽  
pp. 17-24
Author(s):  
Nada Djuranovic-Milicic

In this paper an algorithm for minimization of C 1,1 functions, which uses the second order Dini upper directional derivative is considered. The purpose of the paper is to establish for this algorithm general hypotheses under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of convergence.


2014 ◽  
Vol 8 (1) ◽  
pp. 218-221 ◽  
Author(s):  
Ping Hu ◽  
Zong-yao Wang

We propose a non-monotone line search combination rule for unconstrained optimization problems, the corresponding non-monotone search algorithm is established and its global convergence can be proved. Finally, we use some numerical experiments to illustrate the new combination of non-monotone search algorithm’s effectiveness.


1991 ◽  
Vol 2 (2-3) ◽  
pp. 175-182 ◽  
Author(s):  
D.T. Nguyen ◽  
O.O. Storaasli ◽  
E.A. Carmona ◽  
M. Al-Nasra ◽  
Y. Zhang ◽  
...  

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