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Newton raphson method is used for optimization of functions and is based on taylor series expansion. Here is the code for a three level newton raphson method.
 

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restart; with(Student[MultivariateCalculus]); ff := proc (xx) xx^3-2*xx+2 end proc; ii := 0; XX[ii] := 2; while ii < 25 do GR := Gradient(ff(xx), [xx] = [XX[ii]]); GR1 := evalf(GR[1]); HESS := Student[VectorCalculus]:-Hessian(ff(xx), [xx] = [XX[ii]]); HESS1 := evalf(HESS[1]); YY[ii] := XX[ii]-GR1[1]/HESS1[1]; GR := Gradient(ff(xx), [xx] = [YY[ii]]); GR1 := evalf(GR[1]); HESS := Student[VectorCalculus]:-Hessian(ff(xx), [xx] = [YY[ii]]); HESS1 := evalf(HESS[1]); ZZ[ii] := YY[ii]-GR1[1]/HESS1[1]; GR := Gradient(ff(xx), [xx] = [ZZ[ii]]); GR1 := evalf(GR[1]); HESS := Student[VectorCalculus]:-Hessian(ff(xx), [xx] = [ZZ[ii]]); HESS1 := evalf(HESS[1]); ii := ii+1; XX[ii] := ZZ[ii-1]-GR1[1]/HESS1[1]; printf("%a\n", XX[ii]) end do

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ff(.8164965808)

.911337892

 (1)
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with(Optimization); Minimize(xx^3-2*xx+2, xx = -2 .. 2)

[HFloat(0.9113378920963653), [xx = HFloat(0.8164965785244629)]]

 (2)
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NULL


 

Download THREE_LEVEL_NEWTON_RAPHSON_METHOD1.mw
optimization numeric newton

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