2 papers
math.OC2023
A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity guarantees
Chuan He, Zhaosong Lu, Ting Kei Pong
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex equality constrained optimization when a nearly feasible point is known. In particular, we fir…
math.OC2022
A Newton-CG based barrier method for finding a second-order stationary point of nonconvex conic optimization with complexity guarantees
Chuan He, Zhaosong Lu
In this paper we consider finding an approximate second-order stationary point (SOSP) of nonconvex conic optimization that minimizes a twice differentiable function over the inters…