Optimization in complex spaces with the Mixed Newton Method
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arXiv
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| Autores principales: | , , , , |
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| Formato: | Preprint |
| Publicado: |
2022
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| _version_ | 1866917876841054208 |
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| author | Bakhurin, Sergey Hildebrand, Roland Alkousa, Mohammad Titov, Alexander Yudin, Nikita |
| author_facet | Bakhurin, Sergey Hildebrand, Roland Alkousa, Mohammad Titov, Alexander Yudin, Nikita |
| contents | We propose a second-order method for unconditional minimization of functions $f(z)$ of complex arguments. We call it the Mixed Newton Method due to the use of the mixed Wirtinger derivative $\frac{\partial^2f}{\partial\bar z\partial z}$ for computation of the search direction, as opposed to the full Hessian $\frac{\partial^2f}{\partial(z,\bar z)^2}$ in the classical Newton method. The method has been developed for specific applications in wireless network communications, but its global convergence properties are shown to be superior on a more general class of functions $f$, namely sums of squares of absolute values of holomorphic functions. In particular, for such objective functions minima are surrounded by attraction basins, while the iterates are repelled from other types of critical points. We provide formulas for the asymptotic convergence rate and show that in the scalar case the method reduces to the well-known complex Newton method for the search of zeros of holomorphic functions. In this case, it exhibits generically fractal global convergence patterns. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2207_04265 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Optimization in complex spaces with the Mixed Newton Method Bakhurin, Sergey Hildebrand, Roland Alkousa, Mohammad Titov, Alexander Yudin, Nikita Optimization and Control 32-08, 90C26, 65K05, 90C53 We propose a second-order method for unconditional minimization of functions $f(z)$ of complex arguments. We call it the Mixed Newton Method due to the use of the mixed Wirtinger derivative $\frac{\partial^2f}{\partial\bar z\partial z}$ for computation of the search direction, as opposed to the full Hessian $\frac{\partial^2f}{\partial(z,\bar z)^2}$ in the classical Newton method. The method has been developed for specific applications in wireless network communications, but its global convergence properties are shown to be superior on a more general class of functions $f$, namely sums of squares of absolute values of holomorphic functions. In particular, for such objective functions minima are surrounded by attraction basins, while the iterates are repelled from other types of critical points. We provide formulas for the asymptotic convergence rate and show that in the scalar case the method reduces to the well-known complex Newton method for the search of zeros of holomorphic functions. In this case, it exhibits generically fractal global convergence patterns. |
| title | Optimization in complex spaces with the Mixed Newton Method |
| topic | Optimization and Control 32-08, 90C26, 65K05, 90C53 |
| url | https://arxiv.org/abs/2207.04265 |