Newton's method in optimization

Newton's method in optimization

In calculus, Newton's method is an iterative method for finding the roots of a differentiable function F, which are solutions to the equation F (x) = 0. As such, Newton's method can be applied to the derivative f ′ of a twice-differentiable function f to find the roots of the derivative (solutions to f ′(x) = 0), also known as the critical points of f. These solutions may be minima, maxima, or saddle points; see section "Several variables" in Critical point (mathematics) and also section in this article. This is relevant in optimization, which aims to find (global) minima of the function f.

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enIn calculus, Newton's method is an iterative method for finding the roots of a differentiable function F, which are solutions to the equation F (x) = 0. As such, Newton's method can be applied to the derivative f ′ of a twice-differentiable function f to find the roots of the derivative (solutions to f ′(x) = 0), also known as the critical points of f. These solutions may be minima, maxima, or saddle points; see section "Several variables" in Critical point (mathematics) and also section in this article. This is relevant in optimization, which aims to find (global) minima of the function f.
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Newton optimization vs grad descent.svg
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enIn calculus, Newton's method is an iterative method for finding the roots of a differentiable function F, which are solutions to the equation F (x) = 0. As such, Newton's method can be applied to the derivative f ′ of a twice-differentiable function f to find the roots of the derivative (solutions to f ′(x) = 0), also known as the critical points of f. These solutions may be minima, maxima, or saddle points; see section "Several variables" in Critical point (mathematics) and also section in this article. This is relevant in optimization, which aims to find (global) minima of the function f.
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Newton's method in optimization
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Calculus
Category:Optimization algorithms and methods
Cholesky factorization
Conjugate gradient method
Conjugate residual method
Constrained optimization
Critical point (mathematics)
Derivative
Differentiable function
Equation
File:Newton optimization vs grad descent.svg
Gauss–Newton algorithm
Gradient
Gradient descent
Graph of a function
Hessian matrix
Invertible matrix
Iteration
Iterative method
Iterative methods
John Wiley & Sons
Lagrange multipliers
Learning rate
Levenberg–Marquardt algorithm
Mathematical optimization
Mike Bostock
Multiplicative inverse
Nelder–Mead method
Newton's method
Optimization (mathematics)
Parabola
Quasi-Newton method
Saddle point
Sequence
Smooth function
System of linear equations
Taylor expansion
Trust region
Wolfe conditions
Zero of a function
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Metoda Newtona (optymalizacja)
Newton's method in optimization
Newtons metode i optimering
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Метод Ньютона в оптимізації
應用於最優化的牛頓法
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Category:Optimization algorithms and methods
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