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60 changes: 24 additions & 36 deletions README.md
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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


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.

**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`)

## 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)
```

## Developer

- Chuwen Zhang <[email protected]>
- Yinyu Ye <[email protected]>


DRSOM.jl now includes a bunch of algorithms, including the variants of original DRSOM and the HSODM: *Homogeneous Second-order Descent Method*.

## Known issues
`DRSOM.jl` is still under active development. Please add issues on GitHub.

## License
`DRSOM.jl` is licensed under the MIT License. Check `LICENSE` for more details

## Acknowledgment
## Acknowledgement

- Special thanks go to the COPT team and Tianyi Lin [(Darren)](https://tydlin.github.io/) for helpful suggestions.

## Developer

- Chuwen Zhang <[email protected]>
- Yinyu Ye <[email protected]>

## 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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