On the convergence of SUMT |
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| Authors: | Carl-Louis Sandblom |
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| Affiliation: | (1) University of Birmingham, Birmingham, Great Britain |
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| Abstract: | This paper investigates some convergence properties of Fiacco and McCormick's SUMT algorithm. A convex programming problem is given for which the SUMT algorithm generates a unique unconstrained minimizing trajectory having an infinite number of accumulation points, each a global minimizer to the original convex programming problem. |
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