Lecture 14: Newton’s Method
www.stat.cmu.edu › scribes › newton-scribedThe pure Newton’s Method does not always converge, depending on the staring point. Thus, damped Newton’s method is introduced to work together with pure Newton Method. With 0 < 1 2and 0 < <1, at each iteration we start with t= 1, and while f(x+ tv) <= f(x) + trf(x)Tv we perform the the Newton update, else we shrink t= t. Here v= r2f(x) 1 rf(x)