Continuous Steepest Descent Path for Traversing Non-convex Regions

Abstract

This paper revisits the ideas of seeking unconstrained minima by following a continuous steepest descent path (CSDP). We are especially interested in the merits of such an approach in regions where the objective function is non-convex and Newton-like methods become ineffective. The paper combines ODE-trajectory following with trust-region ideas to give an… (More)

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