Open AccessOn an algorithm in C 1,1 optimization
Author(s) -
I Nada Djuranovic-Milicic
Publication year - 2007
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil0701017d
Subject(s) - mathematics , convergence (economics) , rate of convergence , minification , algorithm , order (exchange) , derivative (finance) , convergence tests , normal convergence , mathematical optimization , computer science , key (lock) , computer security , finance , financial economics , economics , economic growth
In this paper an algorithm for minimization of C 1,1 functions, which uses the second order Dini upper directional derivative is considered. The purpose of the paper is to establish for this algorithm general hypotheses under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of convergence.