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Classifying extrema using intervals

Marek W. Gutowski

cs.MSarXiv:cs/0609082

Abstract

We present a straightforward and verified method of deciding whether the n-dimensional point x (n>=1), such that ∇ f(x)=0, is the local minimizer, maximizer or just a saddle point of a real-valued function f. The method scales linearly with dimensionality of the problem and never produces false results.

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