Artículos de revistas
Second-order negative-curvature methods for box-constrained and general constrained optimization
Fecha
2010Registro en:
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v.45, n.2, p.209-236, 2010
0926-6003
10.1007/s10589-009-9240-y
Autor
ANDREANI, R.
BIRGIN, E. G.
MARTINEZ, J. M.
SCHUVERDT, M. L.
Institución
Resumen
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 converges to second-order stationary points in situations in which first-order methods fail are exhibited.