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. 2020 Dec 2;20(23):6882. doi: 10.3390/s20236882
Algorithm 2 Newton’s method for solving the optimization.
  • 1:

    k=0,f0=finitial

  • 2:

    repeat

  • 3:

        Compute the gradient and Hessian: ∇μ(fk) and ∇2μ(fk)

  • 4:

        Choose a stepsize: tk>0

  • 5:

        Update fk+1:=fk−tk[∇2μ(fk)]−1∇μ(fk)

  • 6:

       k←k+1

  • 7:

    until stopping criterion is satisfied

  • 8:

    returnfk