A second-order method for unconstrained optimization

1978 ◽  
Vol 26 (4) ◽  
pp. 501-513 ◽  
Author(s):  
H. Mukai ◽  
E. Polak
Author(s):  
Jaya Pratha Sebastiyar ◽  
Martin Sahayaraj Joseph

Distributed joint congestion control and routing optimization has received a significant amount of attention recently. To date, however, most of the existing schemes follow a key idea called the back-pressure algorithm. Despite having many salient features, the first-order sub gradient nature of the back-pressure based schemes results in slow convergence and poor delay performance. To overcome these limitations, the present study was made as first attempt at developing a second-order joint congestion control and routing optimization framework that offers utility-optimality, queue-stability, fast convergence, and low delay.  Contributions in this project are three-fold. The present study propose a new second-order joint congestion control and routing framework based on a primal-dual interior-point approach and established utility-optimality and queue-stability of the proposed second-order method. The results of present study showed that how to implement the proposed second-order method in a distributed fashion.


2016 ◽  
Vol 31 (3) ◽  
pp. 605-621 ◽  
Author(s):  
N. Keskar ◽  
J. Nocedal ◽  
F. Öztoprak ◽  
A. Wächter

2005 ◽  
Vol 15 (2) ◽  
pp. 301-306 ◽  
Author(s):  
Nada Djuranovic-Milicic

In this paper an algorithm for LC1 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.


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