An Algorithm for $LC^1$ Optimization


Nada I. Đuranović-Miličić




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