Tag: projection | Page 0

Post #15
Optimization Learning Notes 7

book Public Date: 2020-09-13 16:40:43.046931

update Update Date: 2020-09-13 16:40:43.046931

More on Newton's Method
Convergence Rate
Let $f$ be twice continuous differentiable and let $x^\ast$ be a local minimizer of $f$. For some given $\epsilon \gt 0$ assume that:
 - there exists $\mu \gt 0$ with $\nabla^2 f(x) \succcurlyeq \mu I$ for any $x \in B_\epsilon(x^\ast)$...
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