Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach

This paper introduces a method for computing points satisfying the second-order necessary optimality conditions for nonconvex minimization problems subject to a closed and convex constraint set. The method comprises two independent steps corresponding to the first- and second-order conditions. The f...

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Vydané v:	Journal of optimization theory and applications Ročník 186; číslo 2; s. 480 - 503
Hlavní autori:	Hallak, Nadav, Teboulle, Marc
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.08.2020 Springer Nature B.V
Predmet:	Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Constraints Engineering First order algorithms Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Theory of Computation 90C31 90C30 65K05 90C46 Feasible direction methods Second-order methods Second-order necessary optimality conditions 90C26 Constrained optimization
ISSN:	0022-3239, 1573-2878
On-line prístup:	Získať plný text
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