Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

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
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted