Newton's method

被引：7
|
作者：
Meza, Juan C. [1 ]
机构：
[1] Lawrence Berkeley Natl Lab, High Performance Comp Res, Berkeley, CA 94720 USA
来源：
WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS | 2011年 / 3卷 / 01期
关键词：
nonlinear equations; optimization; gradient;
D O I：
10.1002/wics.129
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Newton's method is one of the most powerful techniques for solving systems of nonlinear equations and minimizing functions. It is easy to implement and has a provably fast rate of convergence under fairly mild assumptions. Because of these and other nice properties, Newton's method is at the heart of many solution techniques used to solve real-world problems. This article gives a short introduction to this method with a brief discussion of some of the main issues in applying this algorithm for the solution of practical problems. (C) 2010 John Wiley & Sons, Inc.
引用
收藏
页码：75 / 78
页数：4
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