Optimal step length for the maximal decrease of a self-concordant function by the Newton method

DOI10.1007/s11590-023-02035-3arXiv2202.06909OpenAlexW4301181826MaRDI QIDQ6124345

Anastasia Ivanova, Roland Hildebrand

Publication date: 27 March 2024

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.06909

zbMATH Keywords

optimal controlNewton's methodstep lengthself-concordant function

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

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• Lectures on convex optimization
• Optimal step length for the Newton method: case of self-concordant functions
• Performance of first-order methods for smooth convex minimization: a novel approach
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• Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
• Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search
• Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
• Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation

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