Tutorial of Armijo backtracking line search for Newton method in Python
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Contents
newton.py
contains the implementation of the Newton optimizer.main.py
runs the main script and generates the figures in thefigures
directory.plot.py
contains several plot helpers.
Results
The 6 hump camelback objective function:
A sample trajectory ending at a global minimum:
The line search at one of the optimization steps:
(red shows initial step; green shows after line search).