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An adaptive damped Newton method for strongly monotone and Lipschitz continuous operator equations (2210.17107v1)
Published 31 Oct 2022 in math.NA and cs.NA
Abstract: We will consider the damped Newton method for strongly monotone and Lipschitz continuous operator equations in a variational setting. We will 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 will be presented, which guarantees the global convergence and favours an undamped update if admissible.