Overview

Rootfinding on a nonlinear set of equations: Newton's method

Learning goals:

• Understand the Newton step in a high-dimensional search space
• Understand how (approximated) Jacobians are central to the Newton's method
• Using CasADi to evaluate Jacobians 
• Understand some common failure modes of Newton's method

Presentation

Erratum: the link in the closing slide is irrelevant. All material is hosted by teachable now.

Exercises

Solutions

Exercise 1

Exercise 2

Exercise 3