Fred Roosta

Primal-Dual Inexact Newton-MR for Nonconvex Optimization with Equality Constraints

This work proposes an inexact primal-dual Newton method with an inner solver based on the conjugate residual (CR) method, which handles indefiniteness in the subproblem directly as it arises and establishes worst-case global convergence guarantees and strong empirical performance on large-scale, nonconvex problems.