# Newton method

### From Glossary

(also called *Newton-Raphson method*). This is the iterative scheme to find a zero of a
function:

where
and is the jacobian of (assumed nonsingular). In mathematical programming this is used to find a stationary point, where and Lacking global convergence, this leads to the modified Newton method, sometimes called the *damped Newton method*. (See the associated myth, Myth NLP-13 to avoid misconception.)