DocumentCode :
3032334
Title :
Newton´s method and the goldstein step length rule for constrained minimization
Author :
Dunn, J.C.
Author_Institution :
North Carolina State University, Raleigh, North Carolina
fYear :
1980
fDate :
10-12 Dec. 1980
Firstpage :
17
Lastpage :
22
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
Type :
conf
DOI :
10.1109/CDC.1980.272011
Filename :
4046608
Link To Document :
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