Concept

Gradient

The vector of a function's partial derivatives, pointing in the direction of steepest increase. It vanishes at every minimum and at a great many other places, which is why a vanishing gradient certifies an optimum only under convexity.

Named by 4 essays across 2 fields — each of them below, with the objects they name alongside it.

A line under every point of x². The curve x² with 4 tangent lines drawn, each extended across the whole interval and each staying below the curve throughout.

A line under every point

The chord above the curve is one definition of convexity. There is a second — a line under the curve at every point, staying under everywhere — and it is the one that turns a statement about a derivative at a point into a statement about the whole function.

analysis · Convexity
One minimum, or several. Two curves side by side with their local minima marked: a convex one with a single minimum, and a fourth-power well with 2.

Where the guarantee stops

Convexity converts every downhill method into a correct one, and its absence removes the guarantee entirely rather than degrading it. What is left is a collection of partial answers, and knowing which of them apply to a given problem is most of what non-convex optimisation is.

analysis · Convexity
The map moved to the other side of the product. Two panels over the unit curve of the product u₁v₁ + u₂v₂. The left applies A to u and measures it against v, giving 2.328; the right applies the adjoint to v and measures it against u, giving the same number.

Moving a map across a product

The transpose looks like a fact about a matrix: reflect its entries in the diagonal. It is a fact about the inner product. Measure lengths and angles differently and the map that slides to the other side of the product is a different matrix, and a matrix that was symmetric stops being so.

algebra · Inner product
Four ways to a slope, and the one that subtracts. f'(1.5)=4.053427893898620; forward best 2.60e-9 at h=1.0e-8; central best 6.41e-12 at h=3.2e-6; complex step at 1e-200: 1.00e-17; dual: 1.00e-17.

A slope without a subtraction

The definition of a slope subtracts two nearly equal numbers and divides by a tiny one, and a computer that follows it loses half its digits however carefully the step is chosen. Two pieces of arithmetic avoid the subtraction altogether. Step sideways into the complex numbers by 10⁻²⁰⁰ and read off the imaginary part; or calculate with numbers a + bε in which ε² = 0, and the slope rides along exactly. Run backwards, the second gives all thousand slopes of a function of a thousand variables for under five times the cost of the function.

analysis · The derivative

Named alongside it

The objects these essays reach for when they reach for this one.

AdjointConvexityDerivativeLocal minimumOptimisationChain ruleComplex numbersComplexityCounterexampleDifference quotientEigenvectorFloating-point

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