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The continuous Newton-Raphson method can look ahead

Raphael Hauser (hauser***at***comlab.ox.ac.uk)
Jelena Nedic (jelena***at***comlab.ox.ac.uk)

Abstract: 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 depends only on the behavior of f in arbitrarily small neighborhoods around x and x*. In fact, if F is a sufficiently benign perturbation of f on an open region D not containing x, then the two flux lines through x defined by the Newton-Raphson vector fields that correspond to f and F differ from one another only within D.

Keywords: Continuous Newton method, Newton-Raphson method, Newton flow, qualitative analysis

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Citation: Research report NA-03/05, Oxford University Computing Laboratory, August 2003

Download: [Postscript]

Entry Submitted: 08/05/2003
Entry Accepted: 08/05/2003
Entry Last Modified: 08/05/2003

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