no code implementations • 7 Jul 2020 • Tuyen Trung Truong, Tuan Hang Nguyen
This complements the first author's results on Unbounded Backtracking GD, and shows that in case of convergence to a non-degenerate critical point the behaviour of Unbounded Backtracking GD is not too different from that of usual Backtracking GD.
1 code implementation • 2 Jun 2020 • Tuyen Trung Truong, Tat Dat To, Tuan Hang Nguyen, Thu Hang Nguyen, Hoang Phuong Nguyen, Maged Helmy
The main result of this paper roughly says that if $f$ is $C^3$ (can be unbounded from below) and a sequence $\{x_n\}$, constructed by the New Q-Newton's method from a random initial point $x_0$, {\bf converges}, then the limit point is a critical point and is not a saddle point, and the convergence rate is the same as that of Newton's method.
1 code implementation • 15 Aug 2018 • Tuyen Trung Truong, Tuan Hang Nguyen
Then either $\lim _{n\rightarrow\infty}||z_n||=\infty$ or $\{z_n\}$ converges to a critical point of $f$.