Search results
Results from the WOW.Com Content Network
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} .
It is easy to find situations for which Newton's method oscillates endlessly between two distinct values. For example, for Newton's method as applied to a function f to oscillate between 0 and 1, it is only necessary that the tangent line to f at 0 intersects the x-axis at 1 and that the tangent line to f at 1 intersects the x-axis at 0. [19]
It has similarities with Quasi-Newton methods. Conditional gradient method (Frank–Wolfe) for approximate minimization of specially structured problems with linear constraints, especially with traffic networks. For general unconstrained problems, this method reduces to the gradient method, which is regarded as obsolete (for almost all problems).
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 ...
Newton's method is a special case of a curve-fitting method, in which the curve is a degree-two polynomial, constructed using the first and second derivatives of f. If the method is started close enough to a non-degenerate local minimum (= with a positive second derivative), then it has quadratic convergence.
[7]: chpt.11 Newton's method can be combined with line search for an appropriate step size, and it can be mathematically proven to converge quickly. Other efficient algorithms for unconstrained minimization are gradient descent (a special case of steepest descent).
Composed in 1669, [4] during the mid-part of that year probably, [5] from ideas Newton had acquired during the period 1665–1666. [4] Newton wrote And whatever the common Analysis performs by Means of Equations of a finite number of Terms (provided that can be done) this new method can always perform the same by means of infinite Equations.
Newton's method assumes the function f to have a continuous derivative. Newton's method may not converge if started too far away from a root. However, when it does converge, it is faster than the bisection method; its order of convergence is usually quadratic whereas the bisection method's is linear. Newton's method is also important because it ...