Related papers: A convergence condition for Newton-Raphson method
Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…
This note considers the inexact cubic-regularized Newton's method (CR), which has been shown in \cite{Cartis2011a} to achieve the same order-level convergence rate to a secondary stationary point as the exact CR \citep{Nesterov2006}.…
We analyze the convergence of quasi-Newton methods in exact and finite precision arithmetic. In particular, we derive an upper bound for the stagnation level and we show that any sufficiently exact quasi-Newton method will converge…
This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…
A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…
We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…
We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…
We show that the third order approximation function $M_f$, proposed by S. Amat, S. Busquier, S. Plaza, in \textit{J. Math. Anal. Appl.}, 366(2010), 24--32, for functions $f$ twice continuously differentiable and such that both $f$ and its…
We present a practical implementation based on Newton's method to find all roots of several families of complex polynomials of degrees exceeding one billion ($10^9$) so that the observed complexity to find all roots is between $O(d\ln d)$…
We consider asynchronous versions of the first and second order Richardson methods for solving linear systems of equations. These methods depend on parameters whose values are chosen a priori. We explore the parameter values that can be…
We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…
In this paper, we study Newton-conjugate gradient (Newton-CG) methods for minimizing a nonconvex function $f$ whose Hessian is $(H_f,\nu)$-H\"older continuous with modulus $H_f>0$ and exponent $\nu\in(0,1]$. Recently proposed Newton-CG…
We consider the inexact Newton methods $$ x_{n+1}^\d=x_n^\d-g_{\a_n}(F'(x_n^\d)^* F'(x_n^\d)) F'(x_n^\d)^* (F(x_n^\d)-y^\d) $$ for solving nonlinear ill-posed inverse problems $F(x)=y$ using the only available noise data $y^\d$ satisfying…
We present a Newton-type method that converges fast from any initialization and for arbitrary convex objectives with Lipschitz Hessians. We achieve this by merging the ideas of cubic regularization with a certain adaptive…
We consider the problem of finding the minimizer of a convex function $F: \mathbb R^d \rightarrow \mathbb R$ of the form $F(w) := \sum_{i=1}^n f_i(w) + R(w)$ where a low-rank factorization of $\nabla^2 f_i(w)$ is readily available. We…
This paper presents a modification of Secant method for finding roots of equations that uses three points for iteration instead of just two. The development of the mathematical formula to be used in the iteration process is provided…
Newton's root finding method applied to a (transcendental) entire function f:C->C is the iteration of a meromorphic function N. It is well known that if for some starting value z, Newton's method converges to a point x in C, then f has a…
In this paper, we study iterative methods on the coefficients of the rational univariate representation (RUR) of a given algebraic set, called global Newton iteration. We compare two natural approaches to define locally quadratically…
We describe a method for calculating the roots of special functions satisfying second order linear ordinary differential equations. It exploits the recent observation that the solutions of a large class of such equations can be represented…
We investigate Newton's method for complex polynomials of arbitrary degree $d$, normalized so that all their roots are in the unit disk. For each degree $d$, we give an explicit set $\mathcal{S}_d$ of $3.33d\log^2 d(1 + o(1))$ points with…