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Global Convergence of a Curvilinear Search for Non-Convex Optimization
(2022-08-26)
For a non-convex function f : R^n → R with gradient g and Hessian H, define a step vector p(μ,x) as a function of scalar parameter μ and position vector x by the equation (H(x) + μI)p(μ, x) = −g(x). Under mild conditions ...