# On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition

arXiv: https://arxiv.org/abs/1801.09387 · HTML: https://mlsanity.com/paper/1801.09387/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Jan 2018.

## Built on by (most cited first, 7 of 7)

- [Proximal Gradient Descent-Ascent: Variable Convergence under KL Geometry](https://mlsanity.com/paper/2102.04653/) (2021)
- [GNMR: A provable one-line algorithm for low rank matrix recovery](https://mlsanity.com/paper/2106.12933/) (2021)
- [On the Local Linear Rate of Consensus on the Stiefel Manifold](https://mlsanity.com/paper/2101.09346/) (2021)
- [A Cubic Regularization Approach for Finding Local Minimax Points in Nonconvex Minimax Optimization](https://mlsanity.com/paper/2110.07098/) (2021)
- [A Momentum Accelerated Adaptive Cubic Regularization Method for Nonconvex Optimization](https://mlsanity.com/paper/2210.05987/) (2022)
- [Approximate Secular Equations for the Cubic Regularization Subproblem](https://mlsanity.com/paper/2209.13268/) (2022)
- [ℓ1-norm rank-one symmetric matrix factorization has no spurious second-order stationary points](https://mlsanity.com/paper/2410.05025/) (2024)

## Abstract (arXiv)

In this paper we consider the cubic regularization (CR) method for minimizing a twice continuously differentiable function. While the CR method is widely recognized as a globally convergent variant of Newton's method with superior iteration complexity, existing results on its local quadratic convergence require a stringent non-degeneracy condition. We prove that under a local error bound (EB) condition, which is much weaker a requirement than the existing non-degeneracy condition, the sequence of iterates generated by the CR method converges at least Q-quadratically to a second-order critical point. This indicates that adding a cubic regularization not only equips Newton's method with remarkable global convergence properties but also enables it to converge quadratically even in the presence of degenerate solutions. As a byproduct, we show that without assuming convexity, the proposed EB condition is equivalent to a quadratic growth condition, which could be of independent interest. To demonstrate the usefulness and relevance of our convergence analysis, we focus on two concrete nonconvex optimization problems that arise in phase retrieval and low-rank matrix recovery, respectively, and prove that with overwhelming probability, the sequence of iterates generated by the CR method for solving these two problems converges at least Q-quadratically to a global minimizer. We also present numerical results of the CR method when applied to solve these two problems to support and complement our theoretical development.
