A Short Note on an Adaptive Damped Newton Method for Strongly Monotone and Lipschitz Continuous Operator Equations

MCML Authors

Pascal Heid

Dr.

* Former Member

→ Group Massimo Fornasier
 Applied Numerical Analysis

Abstract

We consider the damped Newton method for strongly monotone and Lipschitz continuous operator equations in a variational setting. We 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 be presented, which guarantees the global convergence and favours an undamped update if admissible.

article

---

Archiv der Mathematik

Mar. 2023.

---

Authors

P. Heid

---

Links

URL

---

Research Area

 A2 | Mathematical Foundations