On the Redundancy of Hessian Non-Singularity for Linear Convergence Rate of the Newton Method Applied to the Minimization of Convex Functions

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.

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Publication Details

Journal
Журнал вычислительной математики и математической физики
Published
2024-11-15
DOI
https://doi.org/10.31857/s0044466924040045
Primary Topic
Iterative Methods for Nonlinear Equations
Type
article
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article

On the Redundancy of Hessian Non-Singularity for Linear Convergence Rate of the Newton Method Applied to the Minimization of Convex Functions

Yu. G. Evtushenko, А. А. Тretyakov
Журнал вычислительной математики и математической физики
Iterative Methods for Nonlinear Equations
article

On the Redundancy of Hessian Non-Singularity for Linear Convergence Rate of the Newton Method Applied to the Minimization of Convex Functions

Yu. G. Evtushenko, А. А. Тretyakov
article en

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.

Журнал вычислительной математики и математической физикиVol. 64(4)
Russian Academy of Sciences (RU), Moscow Institute of Physics and Technology (RU), University of Siedlce (PL)
Openalex Percentile: Top 68%
Iterative Methods for Nonlinear Equations
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