Iterative computation of negative curvature directions in large scale optimization

Author:

Fasano Giovanni,Roma Massimo

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference30 articles.

1. Bank, R., Chan, T.: A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems. Numer. Algorithms 7, 1–16 (1994)

2. Boman, E., Murray, W.: An iterative approach to computing a direction of negative curvature. Presented at Copper Mountain conference, March 1998. Available at the url: www-sccm.stanford.edu/students/boman/papers.shtml

3. Conn, A.R., Gould, N.I.M., Toint, P.L.: Trust-Region Methods. MPS–SIAM Series on Optimization. SIAM, Philadelphia (2000)

4. Cullum, J., Willoughby, R.: Lanczos Algorithms for Large Symmetric Eigenvalue Computations. Birkhäuser, Boston (1985)

5. Dixon, L., Ducksbury, P., Singh, P.: A new three-term conjugate gradient method. Technical report 130, Numerical Optimization Centre, Hatfield Polytechnic, Hatfield, Hertfordshire, UK (1985)

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