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Tutorial of Armijo backtracking line search for Newton method in Python

You can read this story on Medium here.

Contents

  • newton.py contains the implementation of the Newton optimizer.
  • main.py runs the main script and generates the figures in the figures directory.
  • plot.py contains several plot helpers.

Results

The 6 hump camelback objective function:

drawing

A sample trajectory ending at a global minimum:

drawing

The line search at one of the optimization steps:

drawing

(red shows initial step; green shows after line search).

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Tutorial of Armijo backtracking line search in Python for Newton method

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