• 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