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A modification of Armijo's step-size rule for negative curvature |
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| Authors: | Garth P McCormick |
| Institution: | (1) George Washington University, Washington, D.C., USA |
| Abstract: | Armijo's step-size procedure for function minimization is modified to include second derivative information. Accumulation points using this procedure are shown to be stationary points with positive semi-definite Hessian matrices.This research was supported by the United States Army Research Office. |
| Keywords: | Unconstrained minimization Step size procedures Negative curvature Second order convergence Line search Newton's method |
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