Newton`s iterates can converge to non-stationary points
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2008
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| 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 |
| 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 |