DRSOM.jl is a Julia implementation of the Dimension-Reduced Second-Order Method for unconstrained smooth optimization.
DRSOM.jl now includes a bunch of algorithms, including the variants of original DRSOM and the HSODM: Homogeneous Second-order Descent Method.
DRSOM.jl is still under active development. Please add issues on GitHub.
DRSOM.jl is licensed under the MIT License. Check LICENSE for more details
- Special thanks go to the COPT team and Tianyi Lin (Darren) for helpful suggestions.
- Chuwen Zhang [email protected]
- Yinyu Ye [email protected]
You are welcome to cite our paper on DRSOM :)
@misc{zhang_drsom_2023,
title = {{DRSOM}: {A} {Dimension} {Reduced} {Second}-{Order} {Method}},
url = {http:https://arxiv.org/abs/2208.00208},
doi = {10.48550/arXiv.2208.00208},
author = {Zhang, Chuwen and Ge, Dongdong and He, Chang and Jiang, Bo and Jiang, Yuntian and Ye, Yinyu},
month = jan,
year = {2023},
note = {arXiv:2208.00208 [cs, math]},
}and HSODM,
@misc{zhang_homogenous_2022,
title = {A {Homogenous} {Second}-{Order} {Descent} {Method} for {Nonconvex} {Optimization}},
url = {http:https://arxiv.org/abs/2211.08212},
publisher = {arXiv},
author = {Zhang, Chuwen and Ge, Dongdong and He, Chang and Jiang, Bo and Jiang, Yuntian and Xue, Chenyu and Ye, Yinyu},
month = nov,
year = {2022},
note = {arXiv:2211.08212 [math]},
keywords = {Mathematics - Optimization and Control}
}