On a second order parallel variable transformation approach

  • Authors:
  • Li-Ping Pang;Zun-Quan Xia;Li-Wei Zhang

  • Affiliations:
  • CORA, Department of Applied Mathematics, Dalian University of Technology, Dalian, China;CORA, Department of Applied Mathematics, Dalian University of Technology, Dalian, China;School of Computer Engineering, Nanyang Technological University, Singapore

  • Venue:
  • The Korean Journal of Computational & Applied Mathematics
  • Year:
  • 2003

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Abstract

In this paper we present a second order PVT (parallel variable transformation) algorithm converging to second order stationary points for minimizing smooth functions, based on the first order PVT algorithm due to Fukushima (1998). The corresponding stopping criterion, descent condition and descent step for the second order PVT algorithm are given.