Geodesic
Modified Projected Newton Scheme for Non-Convex Function With Simple Constraints
Yugoslav journal of operations research, Tome 31 (2021) no. 3, p. 319

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

In this paper, a descent line search scheme is proposed to find a local minimum point of a non-convex optimization problem with simple constraints. The idea ensures that the scheme escapes the saddle points and finally settles for a local minimum point of the non-convex optimization problem. A positive definite scaling matrix for the proposed scheme is formed through symmetric indefinite matrix factorization of the Hessian matrix of the objective function at each iteration. A numerical illustration is provided, and the global convergence of the scheme is also justified.
Classification : 90C26, 90C30
Keywords: Projected Newton Scheme, Non-convex Function, Simple Constraints, Saddle Point, Local Minimum Point 
Suvra Kanti Chakraborty; Geetanjali Panda. Modified Projected Newton Scheme for Non-Convex Function With Simple Constraints. Yugoslav journal of operations research, Tome 31 (2021) no. 3, p. 319 . http://geodesic.mathdoc.fr/item/YJOR_2021_31_3_a2/
@article{YJOR_2021_31_3_a2,
     author = {Suvra Kanti Chakraborty and Geetanjali Panda},
     title = {Modified {Projected} {Newton} {Scheme} for {Non-Convex} {Function} {With} {Simple} {Constraints}},
     journal = {Yugoslav journal of operations research},
     pages = {319 },
     year = {2021},
     volume = {31},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2021_31_3_a2/}
}
TY  - JOUR
AU  - Suvra Kanti Chakraborty
AU  - Geetanjali Panda
TI  - Modified Projected Newton Scheme for Non-Convex Function With Simple Constraints
JO  - Yugoslav journal of operations research
PY  - 2021
SP  - 319 
VL  - 31
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/YJOR_2021_31_3_a2/
LA  - en
ID  - YJOR_2021_31_3_a2
ER  - 
%0 Journal Article
%A Suvra Kanti Chakraborty
%A Geetanjali Panda
%T Modified Projected Newton Scheme for Non-Convex Function With Simple Constraints
%J Yugoslav journal of operations research
%D 2021
%P 319 
%V 31
%N 3
%U http://geodesic.mathdoc.fr/item/YJOR_2021_31_3_a2/
%G en
%F YJOR_2021_31_3_a2