Generalized Self-Concordant Functions: A Recipe for Newton-Type Methods

14 Mar 2017Tianxiao SunQuoc Tran-Dinh

We study the smooth structure of convex functions by generalizing a powerful concept so-called self-concordance introduced by Nesterov and Nemirovskii in the early 1990s to a broader class of convex functions, which we call generalized self-concordant functions. This notion allows us to develop a unified framework for designing Newton-type methods to solve convex optimiza- tion problems... (read more)

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