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Advanced Opti Week 2 - Coggle Diagram
Advanced Opti Week 2
taylor expansion, second order for multivariate function
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get hessian, assume gradient = 0
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see if eigenvalues are positive or negative, determine nature of point
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gradient descent
gradient descent - u want to move in the direction of the negative gradient
- find a point with a O.F value smaller than your original point
- eventually descend to the critical point where nablah f = 0 (gradient = 0) -> can be either a local minima, maxima, or saddle point
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how to determine if point is saddle, local min, or local max
use eigenvalues - if all positive, then local min
if all negative, then local max
if mix, then saddle point
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