### Optimization and Systems Theory Seminar

Friday, September 28 2007, 11.00-11.30, Room 3721, Lindstedtsvägen 25

**
Javier Cano Cancela **

Universidad Rey Julian Carlos

Madrid, Spain

E-mail: javier.cano@urjc.es

####

Improving directions of negative curvature for constrained problems in an
efficient manner

In order to converge to second-order KKT points, second derivative
information has to be taken into account. Therefore, methods for minimization
satisfying convergence to second-order KKT points must, at least implicitly,
compute a direction of negative curvature of an indefinite matrix. An important
issue is to determine the quality of the negative curvature direction. This
problem is closely related to the symmetric eigenvalue problem. More
specifically we want to develop algorithms that improve directions of negative
curvature with relatively little effort. This paper presents some methods to
compute "good"

directions of negative curvature and we present numerical experiments that
illustrate its practical effciency.

Calendar of seminars
*Last update: September 24, 2007 by
Marie Lundin.
*