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:

    scopusscopus

    Tipo de documento:

    Book Part

    Estado:

    Acceso restringido

    Áreas de conocimiento:

    • Optimización matemática
    • Optimización matemática
    • Optimización matemática

    Áreas temáticas:

    • Programación informática, programas, datos, seguridad