Second-order negative-curvature methods for box-constrained and general constrained optimization

نویسندگان

  • Roberto Andreani
  • Ernesto G. Birgin
  • José Mario Martínez
  • María Laura Schuverdt
چکیده

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converge to second-order stationary points in situations in which first-order methods fail are exhibited.

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عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 45  شماره 

صفحات  -

تاریخ انتشار 2010