Accession Number:

ADA023936

Title:

Second Order Convergence Using a Modified Armijo Step-Size Rule for Function Minimization.

Descriptive Note:

Scientific rept.,

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING

Personal Author(s):

Report Date:

1976-01-15

Pagination or Media Count:

11.0

Abstract:

Armijos 1 step-size procedure for function minimization is modified to include second derivative information. Accumulation points using this procedure are shown to be stationary points with positive semi-definite Hessian matrices. Author

Subject Categories:

  • Administration and Management
  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE