Newton's method

✍ Scribed by Juan C. Meza

• Publisher: Wiley (John Wiley & Sons)
• Year: 2010
• Tongue: English
• Weight: 99 KB
• Volume: 3
• Category: Article
• ISSN: 0163-1829
• DOI: 10.1002/wics.129

✦ Synopsis

Abstract

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. WIREs Comp Stat 2011 3 75–78 DOI: 10.1002/wics.129

This article is categorized under:

Applications of Computational Statistics > Computational Mathematics

Algorithms and Computational Methods > Quadratic and Nonlinear Programming

Algorithms and Computational Methods > Numerical Methods