{ "id": "2406.09786", "version": "v1", "published": "2024-06-14T07:35:16.000Z", "updated": "2024-06-14T07:35:16.000Z", "title": "Convergence analysis of a regularized Newton method with generalized regularization terms for convex optimization problems", "authors": [ "Yuya Yamakawa", "Nobuo Yamashita" ], "categories": [ "math.OC" ], "abstract": "In this paper, we present a regularized Newton method (RNM) with generalized regularization terms for an unconstrained convex optimization problem. The generalized regularization includes the quadratic, cubic, and elastic net regularization as a special case. Therefore, the proposed method is a general framework that includes not only the classical and cubic RNMs but also a novel RNM with the elastic net. We show that the proposed RNM has the global $\\mathcal{O}(k^{-2})$ and local superlinear convergence, which are the same as those of the cubic RNM.", "revisions": [ { "version": "v1", "updated": "2024-06-14T07:35:16.000Z" } ], "analyses": { "keywords": [ "convex optimization problem", "generalized regularization terms", "regularized newton method", "convergence analysis", "cubic rnm" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }