Lecture

Newton's local method: Geometric interpretation

Description

This lecture explores the geometric interpretation of Newton's method in the context of equations and optimization. It delves into how a local linear model is calculated at each iteration, which happens to be a quadratic model of the objective function. Through examples, the instructor illustrates how Newton's method quickly converges towards local minima in some cases, but faces challenges when the quadratic model is a poor approximation or unbounded due to the function's concavity.

In MOOCs (6)

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_22d31pc8

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Ontological neighbourhood

Mathematics

Analysis: Calculus

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