In this paper we consider the problem of finding the optimal step length for the Newton method on the class of self-concordant functions, with the decrease in function value as criterion. We formulate this problem as an optimal control problem and use optimal control theory to solve it.

中文翻译：

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牛顿法自协函数最大递减的最佳步长

本文考虑在自协函数类上以函数值减小为准则寻找牛顿法最佳步长的问题。我们将这个问题表述为最优控制问题，并使用最优控制理论来解决它。