This paper investigates the global convergence of stepsized Newton methods for convex functions. We propose several simple stepsize schedules with fast global convergence guarantees, up to O (k^{-3}), nearly matching lower complexity bounds Omega (k^{-3.5}) of second-order methods. For cases with multiple plausible smoothness parameterizations or an unknown smoothness constant, we introduce a stepsize backtracking procedure that ensures convergence as if the optimal smoothness parameters were known.
Damped Newton Method with Near-Optimal Global Oleft(k^{-3} right) Convergence Rate
This paper investigates the global convergence of stepsized Newton methods for convex functions.
- Year
- 2024
- Venue
- arXiv 2024
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- 3
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- arxiv.org/abs/2405.18926ARXIV-DEFAULT
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