Quadratic Optimization using Newtons Method

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rihab 2015-11-27

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https://ww2.mathworks.cn/matlabcentral/answers/257791-quadratic-optimization-using-newtons-method

评论： rihab 2015-11-27

I am writing Newtons method to solve an optimization problem. I have written the following code:

   function estimate = newtonMethod(f,df,x0,tolerance) %f & df are functions that contain OP & gradient respectively, x0 is initial guess, tolerance is 1e-12
   estimate = x0; % Initial guess 
    iterations = 40; % Maximum number of iterations
    for j = 1:iterations;
        dx = f(estimate) / df(estimate)';
        estimate = estimate - dx';
        % Stop criterion:
        if abs(dx) < tolerance
            return
        end
    end
end

However, the vector 'u' doesn't seem to be a good solution. My question is: Is this the correct way of solving this OP using Newtons Method? I would highly appreciate suggestions on this.