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A saddle point (in red) on the graph of z = x 2 − y 2 (hyperbolic paraboloid). In mathematics, a saddle point or minimax point [1] is a point on the surface of the graph of a function where the slopes (derivatives) in orthogonal directions are all zero (a critical point), but which is not a local extremum of the function. [2]
A first-order saddle point is a position on the PES corresponding to a minimum in all directions except one; a second-order saddle point is a minimum in all directions except two, and so on. Defined mathematically, an n th order saddle point is characterized by the following: ∂ E /∂ r = 0 and the Hessian matrix, ∂∂ E /∂ r i ∂ r j ...
Another condition in which the min-max and max-min are equal is when the Lagrangian has a saddle point: (x∗, λ∗) is a saddle point of the Lagrange function L if and only if x∗ is an optimal solution to the primal, λ∗ is an optimal solution to the dual, and the optimal values in the indicated problems are equal to each other. [18 ...
On the other hand, if a constrained optimization is done (for example, with Lagrange multipliers), the problem may become one of saddle point finding, in which case the Hessian will be symmetric indefinite and the solution of + will need to be done with a method that will work for such, such as the variant of Cholesky factorization or the ...
In mathematics, the method of steepest descent or saddle-point method is an extension of Laplace's method for approximating an integral, where one deforms a contour integral in the complex plane to pass near a stationary point (saddle point), in roughly the direction of steepest descent or stationary phase. The saddle-point approximation is ...
The two critical points occur at saddle points where x = 1 and x = −1. In order to solve this problem with a numerical optimization technique, we must first transform this problem such that the critical points occur at local minima. This is done by computing the magnitude of the gradient of the unconstrained optimization problem.
For saddle point problems, however, many discretizations are unstable, giving rise to artifacts such as spurious oscillations. The LBB condition gives criteria for when a discretization of a saddle point problem is stable. The condition is variously referred to as the LBB condition, the Babuška–Brezzi condition, or the "inf-sup" condition.
Further, critical points can be classified using the definiteness of the Hessian matrix: If the Hessian is positive definite at a critical point, then the point is a local minimum; if the Hessian matrix is negative definite, then the point is a local maximum; finally, if indefinite, then the point is some kind of saddle point.