Optimization in complex spaces with the mixed Newton method

Sergei Bakhurin (), Roland Hildebrand (), Mohammad Alkousa (), Alexander Titov () and Nikita Yudin ()
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Sergei Bakhurin: Huawei Technologies Co. Ltd., Moscow Department of R &D Center
Roland Hildebrand: Moscow Institute of Physics and Technology
Mohammad Alkousa: Moscow Institute of Physics and Technology
Alexander Titov: Moscow Institute of Physics and Technology
Nikita Yudin: Moscow Institute of Physics and Technology

Journal of Global Optimization, 2024, vol. 90, issue 2, No 4, 373-399

Abstract: Abstract 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 $$\frac{\partial ^2f}{\partial {\bar{z}}\partial z}$$ ∂ 2 f ∂ z ¯ ∂ z for computation of the search direction, as opposed to the full Hessian $$\frac{\partial ^2f}{\partial (z,{\bar{z}})^2}$$ ∂ 2 f ∂ ( z , 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.

Keywords: Complex optimization; Newton method; Filter design; Global convergence; 32-08; 90C26; 65K05; 90C53 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-023-01355-z

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