negative-eigs

Strategies to approximative negative eigenvalues in Hessian matrices.

Started February 4, 2022.

Contents

• src Source directory containing the MATLAB files and the data
• res Results directory containing various input files

Reference

Upon using this library, please cite:

W. Hare and C. W. Royer, Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization. Optimization Letters, 17:1739-1756, 2023