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# DRSOM: A Dimension-Reduced Second-Order Method for Convex and Nonconvex Optimization | ||
# DRSOM.jl: A Second-Order Optimization Package for Nonlinear Programming | ||
<!-- | **Documentation** | | --> | ||
[![docs-stable][docs-stable-img]][docs-stable-url] [![docs-dev][docs-dev-img]][docs-dev-url] | ||
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[docs-dev-url]: https://copt-public.github.io/DRSOM.jl/dev | ||
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DRSOM.jl is a Julia implementation of the Dimension-Reduced Second-Order Method for unconstrained smooth optimization. | ||
DRSOM.jl is a Julia implementation of a few second-order optimization methods for nonlinear optimization. | ||
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**DRSOM.jl now includes a bunch of other algorithms, beyond the original `DRSOM`**: | ||
- Dimension-Reduced Second-Order Method (`DRSOM`) | ||
- Homogeneous Second-order Descent Method (`HSODM`). | ||
- Homotopy Path-Following HSODM (`PFH`) | ||
- Universal Trust-Region Method (`UTR`) | ||
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## Reference | ||
You are welcome to cite our papers : ) | ||
``` | ||
1. Zhang, C., Ge, D., He, C., Jiang, B., Jiang, Y., Ye, Y.: DRSOM: A Dimension Reduced Second-Order Method, http://arxiv.org/abs/2208.00208, (2022) | ||
2. Zhang, C., Ge, D., He, C., Jiang, B., Jiang, Y., Xue, C., Ye, Y.: A Homogeneous Second-Order Descent Method for Nonconvex Optimization, http://arxiv.org/abs/2211.08212, (2022) | ||
3. He, C., Jiang, Y., Zhang, C., Ge, D., Jiang, B., Ye, Y.: Homogeneous Second-Order Descent Framework: A Fast Alternative to Newton-Type Methods, http://arxiv.org/abs/2306.17516, (2023) | ||
4. Jiang, Y., He, C., Zhang, C., Ge, D., Jiang, B., Ye, Y.: A Universal Trust-Region Method for Convex and Nonconvex Optimization, http://arxiv.org/abs/2311.11489, (2023) | ||
``` | ||
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## Developer | ||
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- Chuwen Zhang <[email protected]> | ||
- Yinyu Ye <[email protected]> | ||
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DRSOM.jl now includes a bunch of algorithms, including the variants of original DRSOM and the HSODM: *Homogeneous Second-order Descent Method*. | ||
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## Known issues | ||
`DRSOM.jl` is still under active development. Please add issues on GitHub. | ||
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## License | ||
`DRSOM.jl` is licensed under the MIT License. Check `LICENSE` for more details | ||
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## Acknowledgment | ||
## Acknowledgement | ||
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- Special thanks go to the COPT team and Tianyi Lin [(Darren)](https://tydlin.github.io/) for helpful suggestions. | ||
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## Developer | ||
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- Chuwen Zhang <[email protected]> | ||
- Yinyu Ye <[email protected]> | ||
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## Reference | ||
You are welcome to cite our paper on DRSOM :) | ||
```bibtex | ||
@misc{zhang_drsom_2023, | ||
title = {{DRSOM}: {A} {Dimension} {Reduced} {Second}-{Order} {Method}}, | ||
url = {http://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, | ||
```bibtex | ||
@misc{zhang_homogenous_2022, | ||
title = {A {Homogenous} {Second}-{Order} {Descent} {Method} for {Nonconvex} {Optimization}}, | ||
url = {http://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} | ||
} | ||
``` |
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