Implementation of A Newton-MR algorithm with complexity guarantees for nonconvex smooth unconstrained optimization Authors: Yang Liu and Fred Roosta. Use main.py to generate the nonlinear least-squares and Deep auto-encoder experiments. Cutest test experiments can only be activated on Linux system (to be updated).
Implementation of MINRES: From Negative Curvature Detection to Monotonicity Properties Authors: Yang Liu and Fred Roosta. Use MINRES_exp.py to generate the non-positive curvature (NPC) detection experiments.