Exploiting negative curvature directions in linesearch methods for unconstrained optimization
Exploiting negative curvature directions in linesearch methods for unconstrained optimization
In this paper we propose efficient new linesearch algorithms for solving large scale unconstrained optimization problems which exploit any local nonconvexity of the objective function. Current algorithms in this class typically compute a pair of search directions at every iteration: a Newton-type direction, which ensures both global and fast asymptotic …