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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2024, Volume 64, Number 4, Pages 637–643
DOI: https://doi.org/10.31857/S0044466924040045
(Mi zvmmf11731)
 

Optimal control

On the redundancy of Hessian nonsingularity for linear convergence rate of the Newton method applied to the minimization of convex functions

Yu. G. Evtushenkoab, A. A. Tret'yakovac

a Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, 119333, Moscow, Russia
b Moscow Institute of Physics and Technology, 141701, Dolgoprudny, Moscow oblast, Russia
c 08-110 Siedlce, Siedlce University, Faculty of Exact and Natural Sciences, Poland
Abstract: 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.
Key words: convex function, Newton method, solvability, convergence, convergence rate, 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: 10.08.2023
Revised: 07.11.2023
Accepted: 07.11.2023
English version:
Computational Mathematics and Mathematical Physics, 2024, Volume 64, Issue 4, Pages 781–787
DOI: https://doi.org/10.1134/S0965542524700040
Bibliographic databases:
Document Type: Article
UDC: 519.615
Language: Russian
Citation: Yu. G. Evtushenko, A. A. Tret'yakov, “On the redundancy of Hessian nonsingularity for linear convergence rate of the Newton method applied to the minimization of convex functions”, Zh. Vychisl. Mat. Mat. Fiz., 64:4 (2024), 637–643; Comput. Math. Math. Phys., 64:4 (2024), 781–787
Citation in format AMSBIB
\Bibitem{EvtTre24}
\by Yu.~G.~Evtushenko, A.~A.~Tret'yakov
\paper On the redundancy of Hessian nonsingularity for linear convergence rate of the Newton method applied to the minimization of convex functions
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2024
\vol 64
\issue 4
\pages 637--643
\mathnet{http://mi.mathnet.ru/zvmmf11731}
\crossref{https://doi.org/10.31857/S0044466924040045}
\elib{https://elibrary.ru/item.asp?id=74490705}
\transl
\jour Comput. Math. Math. Phys.
\yr 2024
\vol 64
\issue 4
\pages 781--787
\crossref{https://doi.org/10.1134/S0965542524700040}
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