Newton’s method for convex optimization
Abstract:
In this chapter we deal with the convex optimization problem (COP). Using the generalized-Newton’s algorithm (GNA) we generate a sequence that converges to a solution of the COP. We use weak-center and weak Lipschitz-type conditions in our semilocal convergence analysis leading to a finer convergence analysis than in earlier studies. Numerical examples where earlier sufficient convergence conditions are not satisfied but our conditions are satisfied are also presented in this chapter.
Año de publicación:
2016
Keywords:
Fuente:
scopus
Tipo de documento:
Book Part
Estado:
Acceso restringido
Áreas de conocimiento:
- Optimización matemática
- Optimización matemática
- Optimización matemática
Áreas temáticas:
- Programación informática, programas, datos, seguridad