Global $\mathcal{O}\left(k^{-2}\right)$ Convergence of Multilevel Gradient-Regularized Newton Methods
Nick Tsipinakis, Matthias Voigt
Abstract
We develop and analyze multilevel gradient-regularized Newton methods for unconstrained convex optimization with Lipschitz-continuous Hessians. By computing Newton corrections in lower-dimensional subspaces, the proposed methods aim to reduce computational costs while preserving the global $\mathcal{O}\left(k^{-2}\right)$ convergence rate in function values of the full-space method. To establish this rate for multilevel methods, we introduce a class of row-nested restriction operators that ensures monotonicity of the reduced-gradient norms across levels. Numerical experiments with row-nested operators demonstrate convergence behavior comparable to full-space gradient-regularized Newton, while offering substantial computational savings on large-scale instances.