Optimal step length for the maximal decrease of a self-concordant function by the Newton method
Résumé
In this paper we consider the problem of finding the optimal step length for the Newton method on the class of self-concordant functions, with the decrease in function value as criterion. We formulate this problem as an optimal control problem and use optimal control theory to solve it.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)