MINIMIZATION OF SC1 FUNCTIONS AND THE MARATOS EFFECT

Authors
Citation
F. Facchinei, MINIMIZATION OF SC1 FUNCTIONS AND THE MARATOS EFFECT, Operations research letters, 17(3), 1995, pp. 131-137
Citations number
17
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
01676377
Volume
17
Issue
3
Year of publication
1995
Pages
131 - 137
Database
ISI
SICI code
0167-6377(1995)17:3<131:MOSFAT>2.0.ZU;2-G
Abstract
We consider the unconstrained minimization of a continuously different iable function with semismooth gradient by line search methods; in par ticular we focus on the problem of the acceptance of the unit stepsize . We show that, under mild conditions, if the full search direction br ings superlinear convergence, then the unit stepsize is eventually acc epted so that: the Maratos effect does not occur. The relevance to thi s issue of a generalization of the classical second-order sufficient c ondition for optimality is pointed out.