A fast and simple modification of Newton's method helping to avoid saddle points

Tuyen Trung Truong, Tat Dat To, Tuan Hang Nguyen +3

We propose in this paper New Q-Newton's method. The update rule is very simple conceptually, for example $x_{n+1}=x_n-w_n$ where $w_n=p{r}_{A_n,+}(v_n)-p{r}_{A_n,-}(v_n)$, with $A_n=\n…