RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2024 Volume 64, Number 4, Pages 637–643 (Mi zvmmf11731)

This article is cited in 1 paper

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.

UDC: 519.615

Received: 10.08.2023
Revised: 07.11.2023
Accepted: 07.11.2023

DOI: 10.31857/S0044466924040045


 English version:
Computational Mathematics and Mathematical Physics, 2024, 64:4, 781–787

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025