Question: Modify the gradient - descent code to implement Newton's method: x i + 1 = x i - [ 2 f ( x i )
Modify the gradientdescent code to implement Newton's method:
where is the stepsize you may choose for this assignment Here, is the Hessian ie
second derivative and gradf is the gradient ie first derivative of
Make sure the parameters are set to the following in your code:
define starting point
x;
termination tolerance
tol e;
maximum number of allowed iterations
maxiter ;
minimum allowed perturbation
dxmin e;
step size
alpha ;
a Solve the optimization problem using your developed Newton method. Report the
solution Comment whether the solution changes when you vary the initial guess
b Compare the number of iterations taken by the Newton's method and the standard gradient descent
method.
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