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Robust reduced-step Newton method

In the study of the performance of Newton s method for a simple 2-D system, we have seen that far away from the solution, the update steps are large and lie in erratic directions. The efficiency and robustness of Newton s method (and quasi-Newton variations such as that of Broyden) are improved dramatically through use of a reduced-step algorithm, in which only a fraction of the update vector is accepted. The full update vector is generated by solving the linear system [Pg.79]

This fractional step is chosen such that the norm of the function vector at the new estimate is smaller than at the old one, yielding the descent criterion [Pg.79]

Is there always some 0 such tliat die descent criterion using the 2-norm, v 2 = vv, [Pg.79]

Under what conditions will this method find a limiting point that is not a solution  [Pg.79]

To answer the first question, we use the path integral relation [Pg.79]


See other pages where Robust reduced-step Newton method is mentioned: [Pg.79]    [Pg.79]    [Pg.79]    [Pg.79]    [Pg.55]    [Pg.76]    [Pg.76]   


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