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Inexact generalized Newton methods for second order \(C\)-differentiable optimization - MaRDI portal

Inexact generalized Newton methods for second order \(C\)-differentiable optimization (Q1298488)

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scientific article; zbMATH DE number 1326308
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Inexact generalized Newton methods for second order \(C\)-differentiable optimization
scientific article; zbMATH DE number 1326308

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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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