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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 ...
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]
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.
In mathematics, the max–min inequality is as follows: . For any function : , (,) (,) .When equality holds one says that f, W, and Z satisfies a strong max–min property (or a saddle-point property).
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 ...
The relevance of saddle points to optimisation algorithms is that in large scale (i.e. high-dimensional) optimisation, one likely sees more saddle points than minima, see Bray & Dean (2007). Hence, a good optimisation algorithm should be able to avoid saddle points. In the setting of deep learning, saddle points are also prevalent, see Dauphin ...
The saddlepoint approximation method, initially proposed by Daniels (1954) [1] is a specific example of the mathematical saddlepoint technique applied to statistics, in particular to the distribution of the sum of independent random variables.