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Globalizing Newton

Newton is spectacular near a solution, but full steps can fail badly away from it. Compare its local behavior with examples where globalization is essential.

Optimization landscapeclick the contour plot to choose a new initial point
ConvergenceEuclidean distance to the nearest global minimizer
dist(xk,X*)
Discrete iterations
k= 20

Quadratic convergence really is that fast.

Near a global minimizer, the Hessian is positive definite and unit-step Newton enters its classic local regime: the error is essentially squared at every step. In contrast, fixed-step GD still crawls along at a linear rate.

Methoddist(xk,X*)f(xk)Outcome