Lectured by Ha Hoang Kha, Ph.D.

Ho Chi Minh City University of Technology

Email: hahoangkha@gmail.com
Newtons Method
Ho Chi Minh City University of Technology
Faculty of Electrical and Electronics Engineering
Department of Telecommunications
Newtons method
Newtons method for nonlinear
Content
Newton's Method 2 H. H. Kha
References
E. K. P. Chong and S. H. Zak, An Introduction to
Optimization, Jonh Wiley & Sons, 2001
Newton's Method 3 H. H. Kha
Introduction
Newton's Method 4 H. H. Kha


Steepest descent (using only 1st derivatives) is not
always the most effective.
Newtons method uses both 1st and 2
nd
derivatives (a
quadratic approximation to the objective function)
performs better if the initial point is close to the
minimizer.

Quadratic Approximation
Newton's Method 5 H. H. Kha

Newtons Method
Newton's Method 6 H. H. Kha

Example
Newton's Method 7 H. H. Kha

Example
Newton's Method 8 H. H. Kha

Example
Newton's Method 9 H. H. Kha

Example
Newton's Method 10 H. H. Kha

Newtons Method
Newton's Method 11 H. H. Kha
Analysis of Newtons Method
Newton's Method 12 H. H. Kha

Warning
Newton's Method 13 H. H. Kha
Newtons method may not be a descent method
Modification of News Method
Newton's Method 14 H. H. Kha

Newtons Method
for Nonlinear Least Square
Newton's Method 15 H. H. Kha

Newtons Method
for Nonlinear Least Square
Newton's Method 16 H. H. Kha

Example
Newton's Method 17 H. H. Kha