A second-order method for unconstrained optimization |
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| Authors: | H Mukai E Polak |
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| Institution: | (1) Department of Systems Science and Mathematics, Washington University, St. Louis, Missouri;(2) Department of Electrical Engineering and Computer Sciences and the Electronics Research Laboratory, University of California, Berkeley, California |
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| Abstract: | This paper presents a quadratically converging algorithm for unconstrained minimization. All the accumulation points that it constructs satisfy second-order necessary conditions of optimality. Thus, it avoids second-order saddle andinflection points, an essential feature for a method to be used in minimizing the modified Lagrangians in multiplier methods.The work of the first author was supported by NSF RANN AEN 73-07732-A02 and JSEP Contract No. F44620-71-C-0087; the work of the second author was supported by NSF Grant No. GK-37672 and the ARO Contract No. DAHCO4-730C-0025. |
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| Keywords: | Unconstrained optimization quadratic convergence second-order conditions |
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