hphuongdhsp / Q-Newton-method

Source code for A new Q-Newton's method avoiding saddle points

A New Q-Newton's method avoiding saddle points

This repository is accompanying with paper:

A modification of quasi-Newton's methods helping to avoid saddle points,

Truong Trung Tuyen, Tat Dat To, Tuan Hang Nguyen, Thu Hang Nguyen, Hoang Phuong Nguyen, Maged Helmy.

Prerequisites

scipy
algopy
numdifftools
matplotlib

To install the above package

pip install -r requirements.txt

Doing experiments

To test the Newton's method, BFGS, New Q-Newton's method, Random damping Newton's method and Inertial Newton's method

$ python src/main.py

To test more examples (with Backtracking GD, in addition to Newton's method and New Q-Newton's method)

$ python src/functionsDirectRun.py