Abstract

AbstractIt is known that strong uniqueness can be used to prove second order convergence of the generalised Gauss-Newton algorithm. Formally this algorithm includes sequential linear programming as a special case. Here we show that the second order convergence result extends when the sequential linear programming algorithm is formulated appropriately. Also this discussion provides an example which shows that the assumption of Lipschitz continuity is necessary for the second order convergence result based on strong uniqueness.

Full Text
Paper version not known

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 call

Disclaimer: 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.