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The constant λ{\displaystyle \lambda }is required because although the two gradient vectors are parallel, the magnitudes of the gradient vectors are generally not equal. This constant is called the Lagrange multiplier. (In some conventions λ{\displaystyle \lambda }is preceded by a minus sign).
Nonlinear programming. Appearance. In mathematics, nonlinear programming (NLP) is the process of solving an optimization problem where some of the constraints are not linear equalities or the objective function is not a linear function. An optimization problem is one of calculation of the extrema (maxima, minima or stationary points) of an ...
Condition numbers can also be defined for nonlinear functions, and can be computed using calculus.The condition number varies with the point; in some cases one can use the maximum (or supremum) condition number over the domain of the function or domain of the question as an overall condition number, while in other cases the condition number at a particular point is of more interest.
Newton's method is one of many known methods of computing square roots. Given a positive number a, the problem of finding a number x such that x2 = a is equivalent to finding a root of the function f(x) = x2 − a. The Newton iteration defined by this function is given by.
For computer data storage, see partial-response maximum-likelihood. In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is ...
Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.
hide. The product logarithm Lambert W function plotted in the complex plane from −2 − 2i to 2 + 2i. The graph of y = W(x) for real x < 6 and y > −4. The upper branch (blue) with y ≥ −1 is the graph of the function W0 (principal branch), the lower branch (magenta) with y ≤ −1 is the graph of the function W−1. The minimum value of ...
In probability theory and statistics, the cumulantsκn of a probability distribution are a set of quantities that provide an alternative to the moments of the distribution. Any two probability distributions whose moments are identical will have identical cumulants as well, and vice versa. The first cumulant is the mean, the second cumulant is ...