Olivares, Alberto; Moguerza, Javier M.; Prieto, Francisco J. - In: European Journal of Operational Research 189 (2008) 3, pp. 706-722
This paper describes a new algorithm for the solution of nonconvex unconstrained optimization problems, with the property of converging to points satisfying second-order necessary optimality conditions. The algorithm is based on a procedure which, from two descent directions, a Newton-type...