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Operations research, linear programming, control theory, systems theory, optimal control, game theory
2
votes
0
answers
159
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Lagrangian multipliers and a variant of Newton's method
A variant of Newton's method for solving the equality constrained problem
\begin{equation}
\begin{array}{ll}
\min &f(x) \\
\text{s.t.} & h(x) = 0
\end{array}
\end{equation}
is as follows:
\begin{equat …
1
vote
0
answers
34
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Are such assumptions of functions similar to strong convexity reasonable in convex optimizat...
For $\mu$-strongly convex function $f:\mathbb{R}^d\to\mathbb{R}$, the following property holds: for any given $x,y\in\mathbb{R}^d$, we have
$$
(\nabla f(x) - \nabla f(y))^\top(x-y) \ge \mu \|x-y\|^2.$ …