We consider an iterative computation of negative curvature directions, in large scale optimization frameworks. We show that to the latter purpose, borrowing the ideas in [1,3] and , we can fruitfully pair the Conjugate Gradient (CG) method with a recently introduced numerical approach involving the use of grossone . In particular, though in principle the CG method is well-posed only on positive definite linear systems, the use of grossone can enhance the performance of the CG, allowing the computation of negative curvature directions, too. The overall method in our proposal significantly generalizes the theory proposed for  and , and straightforwardly allows the use of a CG-based method on indefinite Newton’s equations.
2019, Learning and Intelligent Optimization, Pages 180-183 (volume: 11353)
How grossone can be helpful to iteratively compute negative curvature directions (04b Atto di convegno in volume)
De Leone R., Fasano G., Roma M., Sergeyev Y. D.
ISBN: 978-3-030-05347-5; 978-3-030-05348-2
Gruppo di ricerca: Continuous Optimization