MINIMIZATION OF SC1 FUNCTIONS AND THE MARATOS EFFECT

被引：83
|
作者：
FACCHINEI, F
机构：
[1] Università di Roma La Sapienza, Dipartimento di Informatica e Sistemistica, 00185 Roma
来源：
OPERATIONS RESEARCH LETTERS | 1995年 / 17卷 / 03期
关键词：
UNCONSTRAINED MINIMIZATION; SEMISMOOTHNESS; UNIT STEPSIZE; SUPERLINEAR CONVERGENCE;
D O I：
10.1016/0167-6377(94)00059-F
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider the unconstrained minimization of a continuously differentiable function with semismooth gradient by line search methods; in particular we focus on the problem of the acceptance of the unit stepsize. We show that, under mild conditions, if the full search direction brings superlinear convergence, then the unit stepsize is eventually accepted so that: the Maratos effect does not occur. The relevance to this issue of a generalization of the classical second-order sufficient condition for optimality is pointed out.
引用
收藏
页码：131 / 137
页数：7
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