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Self-Concordant Functions for Optimization on Smooth Manifolds

Jiang, Danchi; Moore, John; Ji, Huibo

Description

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]

CollectionsANU Research Publications
Date published: 2004
Type: Conference paper
URI: http://hdl.handle.net/1885/80969
Source: IEEE Conference on Decision and Control Proceedings 2004

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