Inexact generalized Newton methods for second order \(C\)-differentiable optimization (Q1298488)
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English | Inexact generalized Newton methods for second order \(C\)-differentiable optimization |
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Inexact generalized Newton methods for second order \(C\)-differentiable optimization (English)
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22 August 1999
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The authors define second-order \(C\)-differentiable functions and second-order \(C\)-differential operators and present an inexact generalized Newton method [cf. \textit{J. M. Martinez} and \textit{L. Qi}, J. Comput. Appl. Math. 60, No. 1-2, 127-145 (1995; Zbl 0833.65045)] to solve the unconstrained nonlinear programming problem \(\min f(x)\), \(x\in\mathbb{R}^n\), where the objective function \(f\) is not twice differentiable, but second-order \(C\)-differentiable. Convergence of the method is established. No computational results are included.
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\(C\)-differentiable optimization
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convergence
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inexact generalized Newton method
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unconstrained nonlinear programming problem
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