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

Abstract

Armijo's (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)

Document Details

Document Type
Technical Report
Publication Date
Jan 15, 1976
Accession Number
ADA023936

Entities

People

  • Garth Philip McCormick

Organizations

  • George Washington University

Tags

DTIC Thesaurus Topics

  • Convergence

Readers

  • Operations Research