التفاصيل البيبلوغرافية
| العنوان: |
Truncated regularized Newton method for convex minimizations. |
| المؤلفون: |
Ying-Jie Li1 lyjat2001@yahoo.com.cn, Dong-Hui Li1 madhli@sina.com |
| المصدر: |
Computational Optimization & Applications. May2009, Vol. 43 Issue 1, p119-131. 13p. 2 Charts, 1 Graph. |
| مصطلحات موضوعية: |
*STOCHASTIC convergence, *MATHEMATICAL analysis, *PROBLEM solving, NEWTON-Raphson method, ITERATIVE methods (Mathematics), NUMERICAL analysis |
| مستخلص: |
Recently, Li et al. (Comput. Optim. Appl. 26:131–147, ) proposed a regularized Newton method for convex minimization problems. The method retains local quadratic convergence property without requirement of the singularity of the Hessian. In this paper, we develop a truncated regularized Newton method and show its global convergence. We also establish a local quadratic convergence theorem for the truncated method under the same conditions as those in Li et al. (Comput. Optim. Appl. 26:131–147, ). At last, we test the proposed method through numerical experiments and compare its performance with the regularized Newton method. The results show that the truncated method outperforms the regularized Newton method. [ABSTRACT FROM AUTHOR] |
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