The $\mathcal U$-Lagrangian of a convex function
نویسندگان
چکیده
منابع مشابه
The U-lagrangian of a Convex Function
At a given point p, a convex function f is differentiable in a certain subspace U (the subspace along which ∂f(p) has 0-breadth). This property opens the way to defining a suitably restricted second derivative of f at p. We do this via an intermediate function, convex on U . We call this function the U-Lagrangian; it coincides with the ordinary Lagrangian in composite cases: exact penalty, semi...
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This paper studies Newton-type methods for minimization of partly smooth convex functions. Sequential Newton methods are provided using local parameterizations obtained from U -Lagrangian theory and from Riemannian geometry. The Hessian based on the U -Lagrangian depends on the selection of a dual parameter g; by revealing the connection to Riemannian geometry, a natural choice of g emerges for...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1999
ISSN: 0002-9947,1088-6850
DOI: 10.1090/s0002-9947-99-02243-6