Optimal step length for the maximal decrease of a self-concordant function by the Newton method
Optimization and Control
2022-02-15 v1
Abstract
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.
Keywords
Cite
@article{arxiv.2202.06909,
title = {Optimal step length for the maximal decrease of a self-concordant function by the Newton method},
author = {Anastasia Ivanova and Roland Hildebrand},
journal= {arXiv preprint arXiv:2202.06909},
year = {2022}
}