Title :
Newton´s method and the goldstein step length rule for constrained minimization
Author_Institution :
North Carolina State University, Raleigh, North Carolina
Abstract :
A relaxed form of Newton´s method is analyzed for the problem, min??F, with ?? a convex subset of a real Banach space X, and F:X ?? R1 twice differentiable in Fr??chet´s sense. Feasible directions are obtained by minimizing local quadratic approximations Q to F, and step lengths are determined by Goldstein´s rule. The results established here yield two significant extensions of an earlier theorem of Goldstein for the special case ?? = X = a Hilbert space. Connections are made with a recently formulated classification scheme for singular and nonsingular extremals.
Keywords :
Convergence; Differential equations; Linear approximation; Minimization methods; Newton method; Nonlinear equations;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.272011