January 2019
Intermediate to advanced
390 pages
9h 16m
English
This method is based on the second order Taylor series expansion of the objective function, f(x), around the point x*:

Here, x* is the point about which the Taylor series is expanded, x is a point near x*, the superscript T represents the transpose, and H is the Hessian matrix with elements given by the following:

Taking the gradient of the Taylor series expansion and equating to 0, we get this:

Assuming the initial guess ...
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