On the Redundancy of Hessian Nonsingularity for Linear Convergence Rate of the Newton Method Applied to the Minimization of Convex Functions

被引:1
|
作者
Evtushenko, Yu. G. [1 ,2 ]
Tret'yakov, A. A. [1 ,3 ]
机构
[1] Russian Acad Sci, Fed Res Ctr Informat & Control, Moscow 119333, Russia
[2] Moscow Inst Phys & Technol, Dolgoprudnyi 141701, Moscow Oblast, Russia
[3] Siedlce Univ, Fac Exact & Nat Sci, Siedlce, Poland
基金
俄罗斯科学基金会;
关键词
convex function; Newton method; solvability; convergence; convergence rate; regularity; CUBIC REGULARIZATION;
D O I
10.1134/S0965542524700040
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A new property of convex functions that makes it possible to achieve the linear rate of convergence of the Newton method during the minimization process is established. Namely, it is proved that, even in the case of singularity of the Hessian at the solution, the Newtonian system is solvable in the vicinity of the minimizer; i.e., the gradient of the objective function belongs to the image of the matrix of second derivatives and, therefore, analogs of the Newton method may be used.
引用
收藏
页码:781 / 787
页数:7
相关论文
共 50 条
  • [1] Some Properties of Smooth Convex Functions and Newton’s Method
    D. V. Denisov
    Yu. G. Evtushenko
    A. A. Tret’yakov
    Doklady Mathematics, 2021, 103 : 76 - 80
  • [2] Some Properties of Smooth Convex Functions and Newton's Method
    Denisov, D. V.
    Evtushenko, Yu. G.
    Tret'yakov, A. A.
    DOKLADY MATHEMATICS, 2021, 103 (02) : 76 - 80
  • [3] Convergence rate analysis of an asynchronous space decomposition method for convex minimization
    Tai, XC
    Tseng, P
    MATHEMATICS OF COMPUTATION, 2002, 71 (239) : 1105 - 1135
  • [4] Generic convergence of minimization methods for convex functions
    Reich, S
    Zaslavski, AJ
    FIXED POINT THEORY AND APPLICATIONS, VOL 2, 2001, : 73 - 88
  • [5] Majorizing functions and convergence of the Gauss-Newton method for convex composite optimization
    Li, Chong
    Ng, K. F.
    SIAM JOURNAL ON OPTIMIZATION, 2007, 18 (02) : 613 - 642
  • [6] On the Convergence Rate of Quasi-Newton Methods on Strongly Convex Functions with Lipschitz Gradient
    Krutikov, Vladimir
    Tovbis, Elena
    Stanimirovic, Predrag
    Kazakovtsev, Lev
    MATHEMATICS, 2023, 11 (23)
  • [7] RIEMANNIAN NEWTON METHOD FOR POSITIVE BOUNDED HESSIAN FUNCTIONS
    Bercu, Gabriel
    RENDICONTI DEL CIRCOLO MATEMATICO DI PALERMO, 2006, 55 (01) : 53 - 62
  • [8] A new Newton method for convex optimization problems with singular Hessian matrices
    Wang, Tianji
    Huang, Qingdao
    AIMS MATHEMATICS, 2023, 8 (09): : 21161 - 21175
  • [9] RATE OF CONVERGENCE OF A GENERALIZATION OF NEWTON METHOD
    BENADADA, Y
    CROUZEIX, JP
    FERLAND, JA
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1993, 78 (03) : 599 - 604
  • [10] Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method
    Doikov, Nikita
    Nesterov, Yurii
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2021, 189 (01) : 317 - 339