Optimal step length for the Newton method: case of self-concordant functions

DOI10.1007/s00186-021-00755-9zbMath1483.90179arXiv2003.08650MaRDI QIDQ2067259

Roland Hildebrand

Publication date: 18 January 2022

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.08650

zbMATH Keywords

optimal control; Newton method; step length; path-following methods

Mathematics Subject Classification ID

90C60: Abstract computational complexity for mathematical programming problems

90C51: Interior-point methods

Uses Software

• PESTO