Some properties of smooth convex functions and Newton’s method
Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 497 (2021), pp. 12-17.

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{DANMA_2021_497_a2,
     author = {D. V. Denisov and Yu. G. Evtushenko and A. A. Tret'yakov},
     title = {Some properties of smooth convex functions and {Newton{\textquoteright}s} method},
     journal = {Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleni\^a},
     pages = {12--17},
     publisher = {mathdoc},
     volume = {497},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DANMA_2021_497_a2/}
}
TY  - JOUR
AU  - D. V. Denisov
AU  - Yu. G. Evtushenko
AU  - A. A. Tret'yakov
TI  - Some properties of smooth convex functions and Newton’s method
JO  - Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ
PY  - 2021
SP  - 12
EP  - 17
VL  - 497
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DANMA_2021_497_a2/
LA  - ru
ID  - DANMA_2021_497_a2
ER  - 
%0 Journal Article
%A D. V. Denisov
%A Yu. G. Evtushenko
%A A. A. Tret'yakov
%T Some properties of smooth convex functions and Newton’s method
%J Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ
%D 2021
%P 12-17
%V 497
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DANMA_2021_497_a2/
%G ru
%F DANMA_2021_497_a2
D. V. Denisov; Yu. G. Evtushenko; A. A. Tret'yakov. Some properties of smooth convex functions and Newton’s method. Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 497 (2021), pp. 12-17. http://geodesic.mathdoc.fr/item/DANMA_2021_497_a2/

[1] Polyak B.T., “Metod Nyutona i ego rol v optimizatsii i vychislitelnoi matematike”, Trudy In-ta sistemnogo analiza RAN, 28 (2006), 44–62

[2] Bomadio B., Lebedev K.A., “Metod Nyutona dlya nakhozhdeniya ekstremumov silno vypuklykh funktsii”, Mezhdunarodnyi nauch.-issled. zhurnal, 2015, no. 6-2 (37), 11–14

[3] Zabotin V.I., Chernyaev Yu.A., “Metod Nyutona dlya zadachi minimizatsii vypukloi dvazhdy gladkoi funktsii na predvypuklom mnozhestve”, ZhVMiFM, 58:3 (2018), 340–345 | DOI

[4] Budzko D., Cordero A., Torregrosa J. R., “Modification of Newton's Method to extend the convergence domain”, SeMA J., 66:1 (2014), 43–53 | DOI | MR | Zbl

[5] Nesterov Y., “Accelerating the cubic regularization of Newton's method on convex problems”, Mathematical Programming, 112:1 (2008), 159–181 | DOI | MR | Zbl

[6] Polyak B., Tremba A., “New versions of Newton method: step-size choice, convergence domain and under-determined equations”, Optimization Methods and Software, 2019, 1272–1303 | DOI | MR

[7] Colding T.H., Minicozzi W.P., Lojasiewicz inequalities and applications, 2014, arXiv: 1402.5087 | MR

[8] Lojasiewicz S., “Division d'une distribution par une fonction analytique de variables reelles”, C. R. Acad. Sci., 246:5 (1958), 683–686 | MR | Zbl