Jelena Nedic

On the Relationship Between Convergence Rates of Discrete and Continuous Dynamical Systems

  • Raphael Hauser
  • Jelena Nedic
    • Categories Unconstrained Optimization Tags ,

    Considering iterative sequences that arise when the approximate solution $x_k$ to a numerical problem is updated by $x_{k+1} = x_k+v(x_k)$, where $v$ is a vector field, we derive necessary and sufficient conditions for such discrete methods to converge to a stationary point of $v$ at different Q-rates in terms of the differential properties of $v$ … Read more

    The continuous Newton-Raphson method can look ahead

  • Raphael Hauser
  • Jelena Nedic
    • Categories Unconstrained Optimization Tags , , ,

    This paper is about an intriguing property of the continuous Newton-Raphson method for the minimization of a continuous objective function f: if x is a point in the domain of attraction of a strict local minimizer x* then the flux line of the Newton-Raphson flow that starts in x approaches x* from a direction that … Read more