论文标题
通过牛顿方法最大化自信函数的最大步长长度
Optimal step length for the maximal decrease of a self-concordant function by the Newton method
论文作者
论文摘要
在本文中,我们考虑了在自信函数类别上找到牛顿方法的最佳步长的问题,而功能值的降低是标准。我们将此问题提出为最佳控制问题,并使用最佳控制理论来解决它。
In this paper we consider the problem of finding the optimal step length for the Newton method on the class of self-concordant functions, with the decrease in function value as criterion. We formulate this problem as an optimal control problem and use optimal control theory to solve it.