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MATHEMATICS
Some properties of smooth convex functions and Newton’s method
D. V. Denisova, Yu. G. Evtushenkoabcd, A. A. Tret'yakovbef a Lomonosov Moscow State University, Moscow, Russia
b Dorodnicyn Computing Centre, Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, Moscow, Russia
c Moscow Institute of Physics and Technology (National Research University), Dolgoprudny, Dolgoprudnyi, Moscow oblast, Russia
d Moscow Aviation Institute (National Research University), Moscow, Russia
e Siedlce University, Faculty of Sciences, Siedlce, Poland
f System Research Institute, Polish Academy of Sciences
Warsaw, Poland
Abstract:
New properties of convex infinitely differentiable functions related to extremal problems are established. It is shown that, in a neighborhood of the solution, even if the Hessian matrix is singular at the solution point of the function to be minimized, the gradient of the objective function belongs to the image of its second derivative. Due to this new property of convex functions, Newtonian methods for solving unconstrained optimization problems can be applied without assuming the nonsingularity of the Hessian matrix at the solution of the problem and their rate of convergence in argument can be estimated under fairly general assumptions.
Keywords:
convex function, Newton’s method, solvability, convergence, rate of convergence, regularity.
Received: 26.11.2020 Revised: 03.02.2021 Accepted: 03.02.2021
Citation:
D. V. Denisov, Yu. G. Evtushenko, A. A. Tret'yakov, “Some properties of smooth convex functions and Newton’s method”, Dokl. RAN. Math. Inf. Proc. Upr., 497 (2021), 12–17; Dokl. Math., 103:2 (2021), 76–80
Linking options:
https://www.mathnet.ru/eng/danma163 https://www.mathnet.ru/eng/danma/v497/p12
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Abstract page: | 137 | Full-text PDF : | 25 | References: | 20 |
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