Convergence of damped Newton’s method [closed]
Let $f$ be a twice continuously differentiable function satisfying $LI succeq nabla^2 f succeq mI$ for some $L > m > 0$ and let $x^*$ be the unique minimizer of $f$ over $Re^n$.
Proof that for any $x in Re^n$:
$f(x) - f(x^*) geq frac{m}{2} leftlVert x - x^* rightrVert^2 $
Thanks,
optimization newton-raphson newton-series
asked Dec 6 at 17:17
EAlvarado
62
closed as off-topic by Scientifica, LinAlg, Gibbs, T. Bongers, user10354138 Dec 7 at 2:38
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Let $f$ be a twice continuously differentiable function satisfying $LI succeq nabla^2 f succeq mI$ for some $L > m > 0$ and let $x^*$ be the unique minimizer of $f$ over $Re^n$.
Proof that for any $x in Re^n$:
$f(x) - f(x^*) geq frac{m}{2} leftlVert x - x^* rightrVert^2 $
Thanks,
optimization newton-raphson newton-series
asked Dec 6 at 17:17
EAlvarado
62
closed as off-topic by Scientifica, LinAlg, Gibbs, T. Bongers, user10354138 Dec 7 at 2:38
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Scientifica, LinAlg, Gibbs, T. Bongers, user10354138
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
Let $f$ be a twice continuously differentiable function satisfying $LI succeq nabla^2 f succeq mI$ for some $L > m > 0$ and let $x^*$ be the unique minimizer of $f$ over $Re^n$.
Proof that for any $x in Re^n$:
$f(x) - f(x^*) geq frac{m}{2} leftlVert x - x^* rightrVert^2 $
Thanks,
optimization newton-raphson newton-series
asked Dec 6 at 17:17
EAlvarado
62
Let $f$ be a twice continuously differentiable function satisfying $LI succeq nabla^2 f succeq mI$ for some $L > m > 0$ and let $x^*$ be the unique minimizer of $f$ over $Re^n$.
Proof that for any $x in Re^n$:
$f(x) - f(x^*) geq frac{m}{2} leftlVert x - x^* rightrVert^2 $
Thanks,
optimization newton-raphson newton-series
optimization newton-raphson newton-series
asked Dec 6 at 17:17
EAlvarado
62
asked Dec 6 at 17:17
EAlvarado
62
asked Dec 6 at 17:17
EAlvarado
62
asked Dec 6 at 17:17
EAlvarado
62
asked Dec 6 at 17:17
EAlvarado
62
62
closed as off-topic by Scientifica, LinAlg, Gibbs, T. Bongers, user10354138 Dec 7 at 2:38
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Scientifica, LinAlg, Gibbs, T. Bongers, user10354138
If this question can be reworded to fit the rules in the help center, please edit the question.
closed as off-topic by Scientifica, LinAlg, Gibbs, T. Bongers, user10354138 Dec 7 at 2:38
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Scientifica, LinAlg, Gibbs, T. Bongers, user10354138
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
add a comment |
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