Nonconvex optimization using negative curvature within a modified linesearch |
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Authors: | Alberto Olivares Javier M Moguerza Francisco J Prieto |
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Institution: | 1. School of Engineering, University Rey Juan Carlos, C/Tulipan s/n, 28933 Mostoles, Madrid, Spain;2. Department of Statistics, University Carlos III, C/Madrid 126, 28903 Getafe, Madrid, Spain |
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Abstract: | 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 adapted to the properties of these directions. The paper also presents results of numerical experiments that illustrate its practical efficiency. |
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Keywords: | Newton&rsquo s method Unconstrained optimization Negative curvature |
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