doiSerbia

A multi-step curve search algorithm in nonlinear optimization

Đuranović-Miličić Nada I. (Department of Mathematics, Faculty of Technology and Metallurgy, Belgrade)

In this paper a multi-step algorithm for LC1 unconstrained optimization problems is presented. This method uses previous multi-step iterative information and curve search to generate new iterative points. A convergence proof is given, as well as an estimate of the rate of convergence.

Keywords: unconstrained optimization, multi-step curve search, convergence