Convex Optimization · Problem 9.21

Equality constrained minimization — Boyd & Vandenberghe

Mathematics — Optimization · optimal-line-search-parameters

Problem

Optimal line search parameters. Consider the upper bound (9.56) on the number of Newton iterations required to minimize a strictly convex self-concordant functions. What is the minimum value of the upper bound, if we minimize over α\alpha and β\beta?

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