ON A SECOND ORDER PARALLEL VARIABLE TRANSFORMATION APPROACH

  • Pang, Li-Ping (Department of Applied Mathematics, Dalian University of Technology) ;
  • Xia, Zun-Quan (Department of Applied Mathematics, Dalian University of Technology) ;
  • Zhang, Li-Wei (Department of Applied Mathematics, Dalian University of Technology)
  • Published : 2003.01.01

Abstract

In this paper we present a second order PVT (parallel variable transformation) algorithm converging to second order stationary points for minimizing smooth functions, based on the first order PVT algorithm due to Fukushima (1998). The corresponding stopping criterion, descent condition and descent step for the second order PVT algorithm are given.

Keywords

References

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