JOURNAL ARTICLE
Yet another fast variant of Newton's method for nonconvex optimization.
Published In: IMA Journal of Numerical Analysis, 2025, v. 45, n. 2. P. 971 1 of 3
Database: Academic Search Ultimate 2 of 3
Authored By: Gratton, Serge; Jerad, Sadok; Toint, Philippe L 3 of 3
Abstract
This article proposes a class of second-order optimization algorithms, called AN2C (Adaptive Newton with Negative Curvature) and its variants, for minimizing smooth nonconvex functions by alternating between regularized Newton steps and negative curvature steps within iteration-dependent subspaces. The methods adaptively regularize the Hessian using the square root of the gradient norm and incorporate negative curvature information only when necessary, achieving a worst-case evaluation complexity of order \(\mathcal{O}(|\log \epsilon| \epsilon^{-3/2})\) to find an \(\epsilon\)-approximate first-order critical point, and \(\mathcal{O}(|\log \epsilon| \epsilon^{-3})\) to reach approximate second-order criticality. Two practical variants are detailed: full-space methods (AN2CE and AN2CER) that solve a single linear system per iteration, and Krylov-subspace methods (AN2CK) that use iterative Lanczos processes, both demonstrating competitive performance and reliability on standard test problems compared to established adaptive regularization and trust-region algorithms. The framework is fully adaptive, does not require knowledge of Hessian Lipschitz constants, and allows for flexible subspace choices, with numerical experiments supporting its efficiency and robustness across problem sizes.
Additional Information
- Source:IMA Journal of Numerical Analysis. 2025/03, Vol. 45, Issue 2, p971
- Document Type:Article
- Subject Area:Mathematics
- Publication Date:2025
- ISSN:0272-4979
- DOI:10.1093/imanum/drae021
- Accession Number:184408188
- Copyright Statement:Copyright of IMA Journal of Numerical Analysis is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Looking to go deeper into this topic? Look for more articles on EBSCOhost.