Truncated Newton method
= Truncated Newton method
{wiki=Truncated_Newton_method}
The Truncated Newton method, also known as the Newton-CG (Change of Variable) method, is an optimization algorithm that combines aspects of the Newton method with techniques from conjugate gradient methods. It is particularly useful for optimizing large-scale problems where the direct computation and storage of the Hessian matrix (the matrix of second derivatives) is impractical.