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
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Institute of Electrical and Electronics Engineers (IEEE Inc)
Abstract
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
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Proceedings of the 2007 American Control Conference
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2037-12-31