Optimization in complex spaces with the Mixed Newton Method

TL;DR

This paper introduces the Mixed Newton Method, a second-order optimization technique for complex functions that improves convergence properties, especially for sums of squares of holomorphic functions, with applications in wireless communications.

Contribution

It develops a novel second-order method using mixed Wirtinger derivatives, demonstrating superior global convergence for specific complex functions compared to classical methods.

Findings

Method shows better global convergence properties.

Minima are surrounded by attraction basins.

In scalar case, reduces to classical complex Newton method.

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