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

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.
Optimization; Quadratic Programming; Nonlinear Programming
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.11770/124191
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