Newton`s iterates can converge to non-stationary points


Autoria(s): MASCARENHAS, Walter F.
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2008

Resumo

In this note we discuss the convergence of Newton`s method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hessian is positive definite at each step and yet the iterates converge to a non-stationary point. These examples answer a question posed by Fletcher in his 1987 book Practical methods of optimization.

Identificador

MATHEMATICAL PROGRAMMING, v.112, n.2, p.327-334, 2008

0025-5610

http://producao.usp.br/handle/BDPI/30413

10.1007/s10107-006-0019-y

http://dx.doi.org/10.1007/s10107-006-0019-y

Idioma(s)

eng

Publicador

SPRINGER

Relação

Mathematical Programming

Direitos

restrictedAccess

Copyright SPRINGER

Palavras-Chave #Computer Science, Software Engineering #Operations Research & Management Science #Mathematics, Applied
Tipo

article

original article

publishedVersion