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It's great that you clarified the root-finding / minimization perspectives. Shouldn't your update equations be written in terms of F, not f? (Alternatively, wr
by gugagore 5y ago
It's great that you clarified the root-finding / minimization perspectives.
Shouldn't your update equations be written in terms of F, not f? (Alternatively, write f'(x_k) / f''(x_k).)
To minimize f, find zeros of f' = F.
To find a zero of F, construct a linear approximation using f''=F'
If you're using Newton's method to minimize a function f, you need the first- and second-order derivatives (hence the same "second-order method").
- MauranKilom 5y agoYou're correct, I should've used F there, my bad. Too late to edit, unfortunately!
- deleted 5y ago[deleted]