Nonconvex optimization using negative curvature within a modified linesearch
نویسندگان
چکیده
منابع مشابه
Nonconvex optimization using negative curvature within a modified linesearch
This paper describes a new algorithm for the solution of nonconvex unconstrained optimization problems, with the property of converging to points satisfying second-order necessary optimality conditions. The algorithm is based on a procedure which, from two descent directions, a Newton-type direction and a direction of negative curvature, selects in each iteration the linesearch model best adapt...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2008
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2006.09.097