Can Newton's method be used to guarantee convergence to a global minimum or maximum?

Jared Irwin

Jared Irwin

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2022-08-30

Can Newton's method be used to guarantee convergence to a global minimum or maximum?

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helsedel1v

helsedel1v

Beginner2022-08-31Added 11 answers

Newton's method only guarantee the convergence to a stationary point x ¯ with f ( x ¯ ) = 0 if you start closely enough to x ¯ (and if the Hessian 2 f ( x ¯ )) is non-singular.
Trevon Hughes

Trevon Hughes

Beginner2022-09-01Added 9 answers

It only guarantees convergence to a local minimum or maximum. But if the function is convex, then local minimum is the global minimum.

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