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  2. Newton's method in optimization - Wikipedia

    en.wikipedia.org/wiki/Newton's_method_in...

    Newton's method uses curvature information (i.e. the second derivative) to take a more direct route. In calculus , Newton's method (also called Newton–Raphson ) is an iterative method for finding the roots of a differentiable function f {\displaystyle f} , which are solutions to the equation f ( x ) = 0 {\displaystyle f(x)=0} .

  3. Newton's method - Wikipedia

    en.wikipedia.org/wiki/Newton's_method

    An illustration of Newton's method. In numerical analysis, the Newton–Raphson method, also known simply as Newton's method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function.

  4. Truncated Newton method - Wikipedia

    en.wikipedia.org/wiki/Truncated_Newton_method

    The truncated Newton method, originated in a paper by Ron Dembo and Trond Steihaug, [1] also known as Hessian-free optimization, [2] are a family of optimization algorithms designed for optimizing non-linear functions with large numbers of independent variables.

  5. Sequential quadratic programming - Wikipedia

    en.wikipedia.org/wiki/Sequential_quadratic...

    Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization, also known as Lagrange-Newton method.SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable, but not necessarily convex.

  6. Gauss–Newton algorithm - Wikipedia

    en.wikipedia.org/wiki/Gauss–Newton_algorithm

    In a quasi-Newton method, such as that due to Davidon, Fletcher and Powell or Broyden–Fletcher–Goldfarb–Shanno (BFGS method) an estimate of the full Hessian is built up numerically using first derivatives only so that after n refinement cycles the method closely approximates to Newton's method in performance. Note that quasi-Newton ...

  7. Energy minimization - Wikipedia

    en.wikipedia.org/wiki/Energy_minimization

    An optimization algorithm can use some or all of E(r) , ∂E/∂r and ∂∂E/∂r i ∂r j to try to minimize the forces and this could in theory be any method such as gradient descent, conjugate gradient or Newton's method, but in practice, algorithms which use knowledge of the PES curvature, that is the Hessian matrix, are found to be superior.

  8. Newton's law of cooling - Wikipedia

    en.wikipedia.org/wiki/Newton's_law_of_cooling

    Newton's law is most closely obeyed in purely conduction-type cooling. However, the heat transfer coefficient is a function of the temperature difference in natural convective (buoyancy driven) heat transfer. In that case, Newton's law only approximates the result when the temperature difference is relatively small.

  9. Heat equation - Wikipedia

    en.wikipedia.org/wiki/Heat_equation

    The heat equation is also widely used in image analysis (Perona & Malik 1990) and in machine learning as the driving theory behind scale-space or graph Laplacian methods. The heat equation can be efficiently solved numerically using the implicit Crank–Nicolson method of (Crank & Nicolson 1947).