Optimization in complex spaces with the Mixed Newton Method
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Publication:6404472
arXiv2207.04265MaRDI QIDQ6404472FDOQ6404472
Roland Hildebrand, Alexander A. Titov, Mohammad S. Alkousa, Sergey Bakhurin
Publication date: 9 July 2022
Abstract: We propose a second-order method for unconditional minimization of functions of complex arguments. We call it the Mixed Newton Method due to the use of the mixed Wirtinger derivative for computation of the search direction, as opposed to the full Hessian 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 , 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.
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53) Computational methods for problems pertaining to several complex variables and analytic spaces (32-08)
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