Abstract
This paper introduces a method for computing points satisfying the second-order necessary optimality conditions for nonconvex minimization problems subject to a closed and convex constraint set. The method comprises two independent steps corresponding to the first- and second-order conditions. The first-order step is a generic closed map algorithm, which can be chosen from a variety of first-order algorithms, making it adjustable to the given problem. The second-order step can be viewed as a second-order feasible direction step for nonconvex minimization subject to a convex set. We prove that any limit point of the resulting scheme satisfies the second-order necessary optimality condition, and establish the scheme’s convergence rate and complexity, under standard and mild assumptions. Numerical tests illustrate the proposed scheme.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
