Recent content by TackyBoar

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    MHB How to estimate simplex gradient using Taylor series?

    I read Iterative methods for optimization by C. Kelley (PDF) and I'm struggling to understand proof of Notes on notation: S is a simplex with vertices x_1 to x_{N+1} (order matters), some edges v_j = x_j - x_1 that make matrix V = (v_1, \dots, v_n) and \sigma_+(S) = \max_j \lVert...
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