Some Properties of Smooth Convex Functions and Newton's Method

被引:0
|
作者
Denisov, D. V. [1 ]
Evtushenko, Yu. G. [1 ,2 ,3 ,4 ]
Tret'yakov, A. A. [2 ,5 ,6 ]
机构
[1] Lomonosov Moscow State Univ, Fac Computat Math & Cybernet, Moscow 119991, Russia
[2] Russian Acad Sci, Fed Res Ctr Comp Sci & Control, Dorodnicyn Comp Ctr, Moscow 119333, Russia
[3] Natl Res Univ, Moscow Inst Phys & Technol, Dolgoprudnyi 141700, Moscow Oblast, Russia
[4] Natl Res Univ, Moscow Aviat Inst, Moscow 125080, Russia
[5] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw, Poland
[6] Siedlce Univ, Fac Sci, PL-08110 Siedlce, Poland
基金
俄罗斯科学基金会;
关键词
convex function; Newton's method; solvability; convergence; rate of convergence; regularity;
D O I
10.1134/S1064562421020034
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
引用
收藏
页码:76 / 80
页数:5
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