Article ID: | iaor19972156 |
Country: | Netherlands |
Volume: | 73 |
Issue: | 1 |
Start Page Number: | 172 |
End Page Number: | 174 |
Publication Date: | Feb 1994 |
Journal: | European Journal of Operational Research |
Authors: | Gaudioso M., Monaco M.F. |
The authors show that, for strictly convex quadratic functions, the Newton direction may be obtained via an appropriate definition of a set of shifted supporting hyperplanes to the epigraph of the function. The result appears significant from the point of view of the numerical methods for both smooth and nonsmooth optimization.