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Nonconvex optimization using negative curvature within a modified linesearch

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  • Olivares, Alberto
  • Moguerza, Javier M.
  • Prieto, Francisco J.
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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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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 189 (2008)
    Issue (Month): 3 (September)
    Pages: 706-722

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    Handle: RePEc:eee:ejores:v:189:y:2008:i:3:p:706-722

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    Web page: http://www.elsevier.com/locate/eor

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