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On a second-order step-size algorithm. (English) Zbl 1274.90376

Summary: We present a modification of the second-order step-size algorithm. This modification is based on the so-called forcing functions. It is proved that this modified algorithm is well defined. It is also proved that every accumulation point of the sequence generated by this algorithm is a second-order point of the nonlinear programming problem. Two different convergence proofs are given, related to two interpretations of the presented algorithm.

MSC:

90C30 Nonlinear programming
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