A Globally Convergent Conjugate Gradient Method for Minimizing Self-Concordant Functions with Application to Constrained Optimisation Problems
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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
Collections | ANU Research Publications |
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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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01_Ji_A_Globally_Convergent_2007.pdf | 188.49 kB | Adobe PDF | Request a copy | |
02_Ji_A_Globally_Convergent_2007.pdf | 139.49 kB | Adobe PDF | Request a copy |
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