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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2021, Volume 497, Pages 12–17
DOI: https://doi.org/10.31857/S268695432102003X
(Mi danma163)
 

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
References:
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.
Funding agency Grant number
Russian Science Foundation 21-71-30005
This work was supported by the Russian Science Foundation, project no. 21-71-30005.
Received: 26.11.2020
Revised: 03.02.2021
Accepted: 03.02.2021
English version:
Doklady Mathematics, 2021, Volume 103, Issue 2, Pages 76–80
DOI: https://doi.org/10.1134/S1064562421020034
Bibliographic databases:
Document Type: Article
UDC: 519.615
Language: Russian
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
Citation in format AMSBIB
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\paper Some properties of smooth convex functions and Newton’s method
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\pages 12--17
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\transl
\jour Dokl. Math.
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