Optimal step length for the Newton method: case of self-concordant functions-Reference-Cited by-同舟云学术

Optimal step length for the Newton method: case of self-concordant functions

Published:2021-10 Issue:2 Volume:94 Page:253-279
ISSN:1432-2994
Container-title:Mathematical Methods of Operations Research
language:en
Short-container-title:Math Meth Oper Res

Author:

Hildebrand Roland^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Link

https://link.springer.com/content/pdf/10.1007/s00186-021-00755-9.pdf

Reference12 articles.

1. Bellman R (2003) Dynamic programming. Dover

2. Burdakov OP (1980) Some globally convergent modifications of Newton’s method for solving systems of linear equations. Soviet Math Dokl 22(2):376–379

3. Gao W, Goldfarb D (2019) Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions. Optim Methods Softw 34(1):194–217

4. Hildebrand R (2021) Optimal inequalities between distances in convex projective domains. J Geom Anal 31(11):11357–11385

5. de Klerk E, Glineur F, Taylor A (2017) On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions. Optim Lett 11:1185–1199

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