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A Regularized Newton Method with Correction for Unconstrained Convex Optimization

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DOI: 10.4236/ojop.2016.51006    2,359 Downloads   2,922 Views
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ABSTRACT

In this paper, we present a regularized Newton method (M-RNM) with correction for minimizing a convex function whose Hessian matrices may be singular. At every iteration, not only a RNM step is computed but also two correction steps are computed. We show that if the objective function is LC2, then the method posses globally convergent. Numerical results show that the new algorithm performs very well.

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Li, L. , Qin, M. and Wang, H. (2016) A Regularized Newton Method with Correction for Unconstrained Convex Optimization. Open Journal of Optimization, 5, 44-52. doi: 10.4236/ojop.2016.51006.

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