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
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