Critical points via monodromy and local methods
| Autor: | Abraham Martín del Campo, Jose Israel Rodriguez |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: |
Numerical algebraic geometry
Algebra and Number Theory 010102 general mathematics 010103 numerical & computational mathematics Function (mathematics) 01 natural sciences Homotopy continuation Action (physics) Euclidean distance Computational Mathematics Mathematics - Algebraic Geometry 13P25 Monodromy Optimization and Control (math.OC) FOS: Mathematics Applied mathematics Relevance (information retrieval) 0101 mathematics Likelihood function Algebraic Geometry (math.AG) Mathematics - Optimization and Control Mathematics |
| Popis: | In many areas of applied mathematics and statistics, it is a fundamental problem to find the best representative of a model by optimizing an objective function. This can be done by determining critical points of the objective function restricted to the model. We compile ideas arising from numerical algebraic geometry to compute the critical points of an objective function. Our method consists of using numerical homotopy continuation and a monodromy action on the total critical space to compute all of the complex critical points of an objective function. To illustrate the relevance of our method, we apply it to the Euclidean distance function to compute ED-degrees and the likelihood function to compute maximum likelihood degrees. 14 pages |
| Databáze: | OpenAIRE |
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