文章基本信息

标题：On a second-order step-size algorithm
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作者：Đuranović-Miličić Nada I.
期刊名称：Yugoslav Journal of Operations Research
印刷版ISSN：0354-0243
电子版ISSN：1820-743X
出版年度：2002
卷号：12
期号：1
页码：121-127
DOI：10.2298/YJOR0201121D
出版社：Faculty of Organizational Sciences, Belgrade, Mihajlo Pupin Institute, Belgrade, Economics Institute, Belgrade, Faculty of Transport and Traffic Engineering, Belgrade, Faculty of Mechanical Engineering, Belgrade
摘要：
In this paper we present a modification of the second-order step-size algorithm. This modification is based on the so called 'forcing functions'. It is proved that this modified algorithm is well-defined. It is also proved that every point of accumulation of the sequence generated by this algorithm is a second-order point of the nonlinear programming problem. Two different convergence proofs are given having in mind two interpretations of the presented algorithm.
关键词：Forcing function; step-size algorithm; second-order conditions.