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A Globally Convergent Conjugate Gradient Method for Minimizing Self-Concordant Functions with Application to Constrained Optimisation Problems

Ji, Huibo; Huang , Minyi; Moore, John; Manton, Jonathan

Description

Self-concordant functions are a special class of convex functions introduced by Nesterov and Nemirovskii and used in interior point methods. This paper proposes a damped conjugate gradient method for optimization of self-concordant functions. This method

CollectionsANU Research Publications
Date published: 2007
Type: Conference paper
URI: http://hdl.handle.net/1885/38547
Source: Proceedings of the 2007 American Control Conference
DOI: 10.1109/ACC.2007.4282797

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