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Newton Raphson Method with Line Search

  1. Jul 10, 2013 #1
    I am developing a code that uses Newton's method to optimize a functional W:ℝ6→ℝ
    Because the functional is poorly represented by a quadratic, convergence is slow. Therefore I've implemented a line search using two methods: the secant method and the backtracking method (with the Armijo condition)
    My problem is that the line search produces a factor of zero. When plotting
    W(x + α Δx) [itex] \ \ \ \ \ [/itex] α[itex]\in[/itex][-1,1]
    as a function of [itex]\alpha[/itex], it is clear that α=0 is a minimizer. I can't understand why this would be the case.
    Thanks in advance.
  2. jcsd
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