A new dual Newton method for entropic least squares achieves linear global and superlinear local convergence while avoiding finite-precision overflow via scale-shape decomposition and Lambert W bounds.
Notation.Write z∗ = ( y∗, τ ∗), p∗ := p(y∗), S∗ := S(y∗), and eH ∗ := eH(z∗) = λI + τ ∗ADiag (p∗)A⊺ (cf
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A Scale-Shape Dual Newton Method for Entropic Least Squares
A new dual Newton method for entropic least squares achieves linear global and superlinear local convergence while avoiding finite-precision overflow via scale-shape decomposition and Lambert W bounds.