An adaptive damped Newton method for strongly monotone and Lipschitz continuous operator equations

Autor:	Heid, Pascal
Rok vydání:	2022
Předmět:	Mathematics - Numerical Analysis
Druh dokumentu:	Working Paper
DOI:	10.1007/s00013-023-01858-x
Popis:	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.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2210.17107 Zobrazit plný text záznamu View this record from Arxiv