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Add modified newton-raphson #179

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jseabold opened this issue Mar 14, 2012 · 1 comment

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jseabold commented Mar 14, 2012

Include a scalar step-size to newton's method. There is some discussion of this in Numerical Recipes 9.7.

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josef-pkt commented Mar 14, 2012

just a quick reference http://en.wikipedia.org/wiki/Wolfe_conditions

IIRC that's in scipy.optimize linesearch

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optimization methods - BHHH, newton and ncg #449

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