Example: stock market
Chapter 9 Newton's Method

Chapter 9 Newton's Method

Back to document page

Levenberg-Marquardt Modification If we further introduce a step size then we are guaranteed that the descent property holds. By letting , the Levenberg-Marquardt modification approaches the behavior of the pure Newton’s method. By letting , this algorithm approaches a pure gradient method with small step size.

  Levenberg, Marquardt, Levenberg marquardt

Download Chapter 9 Newton's Method


Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries