Exploiting negative curvature in deterministic and stochastic optimization

Curtis, Frank E.; Robinson, Daniel P.

doi:10.1007/s10107-018-1335-8

Exploiting negative curvature in deterministic and stochastic optimization

Journal Article · 03 October 2018 · Mathematical Programming

DOI:https://doi.org/10.1007/s10107-018-1335-8· OSTI ID:1611470

Curtis, Frank E.; Robinson, Daniel P.

Not provided.

Research Organization:: Lehigh Univ., Bethlehem, PA (United States)

Sponsoring Organization:: USDOE Office of Science (SC)

DOE Contract Number:: SC0010615

OSTI ID:: 1611470

Journal Information:: Mathematical Programming, Vol. 176, Issue 1-2; ISSN 0025-5610

Publisher:: Springer

Country of Publication:: United States

Language:: English

References (9)

Computing Modified Newton Directions Using a Partial Cholesky Factorization Forsgren, A.; Gill, P. E.; Murray, W. SIAM Journal on Scientific Computing, Vol. 16, Issue 1 https://doi.org/10.1137/0916009	journal	January 1995
A stabilized SQP method: superlinear convergence Gill, Philip E.; Kungurtsev, Vyacheslav; Robinson, Daniel P. Mathematical Programming, Vol. 163, Issue 1-2 https://doi.org/10.1007/s10107-016-1066-7	journal	September 2016
Curvilinear path steplength algorithms for minimization which use directions of negative curvature Goldfarb, Donald Mathematical Programming, Vol. 18, Issue 1 https://doi.org/10.1007/BF01588294	journal	December 1980
Exploiting negative curvature directions in linesearch methods for unconstrained optimization Gould, N. I. M.; Lucidi, S.; Roma, M. Optimization Methods and Software, Vol. 14, Issue 1-2 https://doi.org/10.1080/10556780008805794	journal	January 2000
CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization Gould, Nicholas I. M.; Orban, Dominique; Toint, Philippe L. Computational Optimization and Applications, Vol. 60, Issue 3 https://doi.org/10.1007/s10589-014-9687-3	journal	August 2014
An iteration method for the solution of the eigenvalue problem of linear differential and integral operators Lanczos, C. Journal of Research of the National Bureau of Standards, Vol. 45, Issue 4 https://doi.org/10.6028/jres.045.026	journal	October 1950
Gradient-based learning applied to document recognition Lecun, Y.; Bottou, L.; Bengio, Y. Proceedings of the IEEE, Vol. 86, Issue 11 https://doi.org/10.1109/5.726791	journal	January 1998
A Solver for Nonconvex Bound-Constrained Quadratic Optimization Mohy-ud-Din, Hassan; Robinson, Daniel P. SIAM Journal on Optimization, Vol. 25, Issue 4 https://doi.org/10.1137/15M1022100	journal	January 2015
On the use of directions of negative curvature in a modified newton method Moré, Jorge J.; Sorensen, Danny C. Mathematical Programming, Vol. 16, Issue 1 https://doi.org/10.1007/BF01582091	journal	December 1979

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