A Damped Newton Method Achieves Global $O\left(\frac{1}{k^2}\right)$ and Local Quadratic Convergence Rate

Slavomír Hanzely, Dmitry Kamzolov, Dmitry Pasechnyuk +3

In this paper, we present the first stepsize schedule for Newton method resulting in fast global and local convergence guarantees. In particular, a) we prove an $O\left( \frac 1 {k…