Self-concordant function (original) (raw)
In optimization, a self-concordant function is a function for which or, equivalently, a function that, wherever , satisfies and which satisfies elsewhere. More generally, a multivariate function is self-concordant if or, equivalently, if its restriction to any arbitrary line is self-concordant.
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| dbo:abstract | In optimization, a self-concordant function is a function for which or, equivalently, a function that, wherever , satisfies and which satisfies elsewhere. More generally, a multivariate function is self-concordant if or, equivalently, if its restriction to any arbitrary line is self-concordant. (en) В математической оптимизации самосогласованной функцией называют трижды дифференцируемую выпуклую функцию , вторая и третья производные которой связаны неравенством: Многомерную функцию называют самосогласованной, если одномерная функция является самосогласованной для любых . (ru) |
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| rdfs:comment | In optimization, a self-concordant function is a function for which or, equivalently, a function that, wherever , satisfies and which satisfies elsewhere. More generally, a multivariate function is self-concordant if or, equivalently, if its restriction to any arbitrary line is self-concordant. (en) В математической оптимизации самосогласованной функцией называют трижды дифференцируемую выпуклую функцию , вторая и третья производные которой связаны неравенством: Многомерную функцию называют самосогласованной, если одномерная функция является самосогласованной для любых . (ru) |
| rdfs:label | Self-concordant function (en) Самосогласованная функция (ru) |
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