On an Algorithm in $C^{1,1}$ Optimization


Nada I. \Dj uranović-Miličić




In this paper an algorithm for minimization of $C^{1,1}$ functions, which uses the second order Dini upper directional derivative is considered. The purpose of the paper is to establish for this algorithm general hypotheses under which convergence occurs to optimal points. A convergence proof is given, as well as an estimate of the rate of convergence.