Improving directions of negative curvature in an efficient manner

Alberto Olivares () and Javier Moguerza

Annals of Operations Research, 2009, vol. 166, issue 1, 183-201

Abstract: In order to converge to second-order KKT points, second derivative information has to be taken into account. Therefore, methods for minimization satisfying convergence to second-order KKT points must, at least implicitly, compute a direction of negative curvature of an indefinite matrix. An important issue is to determine the quality of the negative curvature direction. This problem is closely related to the symmetric eigenvalue problem. More specifically we want to develop algorithms that improve directions of negative curvature with relatively little effort, extending the proposals by Boman and Murray. This paper presents some technical improvements with respect to their work. In particular, we study how to compute “good” directions of negative curvature. In this regard, we propose a new method and we present numerical experiments that illustrate its practical efficiency compared to other proposals. Copyright Springer Science+Business Media, LLC 2009

Keywords: Nonlinear optimization; Negative curvature; Eigenvalue problem (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10479-008-0425-z (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:166:y:2009:i:1:p:183-201:10.1007/s10479-008-0425-z

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1007/s10479-008-0425-z

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().