An adaptive damped Newton method for strongly monotone and Lipschitz continuous operator equations
Numerical Analysis
2023-05-26 v1 Numerical Analysis
Abstract
We will consider the damped Newton method for strongly monotone and Lipschitz continuous operator equations in a variational setting. We will provide a very accessible justification why the undamped Newton method performs better than its damped counterparts in a vicinity of a solution. Moreover, in the given setting, an adaptive step-size strategy will be presented, which guarantees the global convergence and favours an undamped update if admissible.
Cite
@article{arxiv.2210.17107,
title = {An adaptive damped Newton method for strongly monotone and Lipschitz continuous operator equations},
author = {Pascal Heid},
journal= {arXiv preprint arXiv:2210.17107},
year = {2023}
}