Self-Concordant Functions for Optimization on Smooth Manifolds
This paper discusses self-concordant functions on smooth manifolds. In Euclidean space, this class of functions are utilized extensively in interior-point methods for optimization because of the associated low computational complexity. Here, the self-concordant function is carefully defined on a differential manifold. First, generalizations of the properties of self-concordant functions in Euclidean space are derived. Then, Newton decrement is defined and analyzed on the manifold that we...[Show more]
|Collections||ANU Research Publications|
|Source:||IEEE Conference on Decision and Control Proceedings 2004|
|01_Jiang_Self-Concordant_Functions_for_2004.pdf||133.84 kB||Adobe PDF||Request a copy|
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