Table Of Contents
Newton-Raphson With Reset - DRAFT VERSION

Overview

In situations where the Newton-Raphson algorithm fails to yield a significant improvement in the log likelihood function, the user has the option of specifying that the algorithm reverts to taking a steepest ascent step. This optimization method is known as the Newton-Raphson with reset.

Reference

Cohen, J. (1997). An Overview of AIR’s Direct Estimation Software for Marginal Maximum Likelihood Models. Washington, DC: American Institutes for Research.