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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

dc.contributor.authorJi, Huibo
dc.contributor.authorHuang , Minyi
dc.contributor.authorMoore, John
dc.contributor.authorManton, Jonathan
dc.coverage.spatialNew York USA
dc.date.accessioned2015-12-10T21:53:31Z
dc.date.createdJuly 11-13 2007
dc.identifier.isbn1424409896
dc.identifier.urihttp://hdl.handle.net/1885/38547
dc.description.abstractSelf-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
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.relation.ispartofseriesAmerican Control Conference 2007
dc.sourceProceedings of the 2007 American Control Conference
dc.subjectKeywords: Applied (CO); Conjugate gradient (CG); Constrained quadratic optimization; Convex (conjugate , recession , affine , polyhedral , support) function; Global minimum (GM); Interior Point Methods (IPM); Optimisation; Self-concordant functions; Special class;
dc.titleA Globally Convergent Conjugate Gradient Method for Minimizing Self-Concordant Functions with Application to Constrained Optimisation Problems
dc.typeConference paper
local.description.notesImported from ARIES
local.description.refereedYes
dc.date.issued2007
local.identifier.absfor010303 - Optimisation
local.identifier.ariespublicationu3357961xPUB163
local.type.statusPublished Version
local.contributor.affiliationJi, Huibo, College of Engineering and Computer Science, ANU
local.contributor.affiliationHuang , Minyi , College of Engineering and Computer Science, ANU
local.contributor.affiliationMoore, John, College of Engineering and Computer Science, ANU
local.contributor.affiliationManton, Jonathan, College of Engineering and Computer Science, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.startpage540
local.bibliographicCitation.lastpage545
local.identifier.doi10.1109/ACC.2007.4282797
dc.date.updated2015-12-09T07:18:43Z
local.identifier.scopusID2-s2.0-46449111835
CollectionsANU Research Publications

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