We show that, for strictly convex quadratic functions, the Newton direction may be obtained via an appropriate definition of a set of translated supporting hyperplanes to the epigraph of the function. The result appears significant from the point of view of the numerical methods for both smooth and nonsmooth optimization.
The Newton direction and the cutting plane
GAUDIOSO, Manlio;MONACO, Maria Flavia
1994-01-01
Abstract
We show that, for strictly convex quadratic functions, the Newton direction may be obtained via an appropriate definition of a set of translated supporting hyperplanes to the epigraph of the function. The result appears significant from the point of view of the numerical methods for both smooth and nonsmooth optimization.File in questo prodotto:
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