Paper ID: 2309.11475

Creating walls to avoid unwanted points in root finding and optimization

Tuyen Trung Truong

In root finding and optimization, there are many cases where there is a closed set $A$ one likes that the sequence constructed by one's favourite method will not converge to A (here, we do not assume extra properties on $A$ such as being convex or connected). For example, if one wants to find roots, and one chooses initial points in the basin of attraction for 1 root $z^*$ (a fact which one may not know before hand), then one will always end up in that root. In this case, one would like to have a mechanism to avoid this point $z^*$ in the next runs of one's algorithm. Assume that one already has a method IM for optimization (and root finding) for non-constrained optimization. We provide a simple modification IM1 of the method to treat the situation discussed in the previous paragraph. If the method IM has strong theoretical guarantees, then so is IM1. As applications, we prove two theoretical applications: one concerns finding roots of a meromorphic function in an open subset of a Riemann surface, and the other concerns finding local minima of a function in an open subset of a Euclidean space inside it the function has at most countably many critical points. Along the way, we compare with main existing relevant methods in the current literature. We provide several examples in various different settings to illustrate the usefulness of the new approach.

Submitted: Sep 20, 2023