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

Anastasia IvanovaRoland Hildebrand
Published in: Optim. Lett. (2024)
Keyphrases
  • newton method
  • strictly convex
  • convergence analysis
  • optimal solution
  • dynamic programming
  • variational inequalities
  • genetic algorithm
  • quadratic programming
  • regularized least squares
  • quasi newton