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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2021 Volume 497, Pages 12–17 (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

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.

UDC: 519.615

Received: 26.11.2020
Revised: 03.02.2021
Accepted: 03.02.2021

DOI: 10.31857/S268695432102003X


 English version:
Doklady Mathematics, 2021, 103:2, 76–80

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© Steklov Math. Inst. of RAS, 2025