Hello, I just wanted to point out that the problem you are trying to avoid with regularization of indefinite Hessians has been encountered in the numerical analysis and optimization literature, and the class of algorithms goes by the name modified Cholesky, with cost $O(n^2)$ which is asymptotically irrelevant.
Hello, I just wanted to point out that the problem you are trying to avoid with regularization of indefinite Hessians has been encountered in the numerical analysis and optimization literature, and the class of algorithms goes by the name modified Cholesky, with cost $O(n^2)$ which is asymptotically irrelevant.