- #1
FOIWATER
Gold Member
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- 12
Homework Statement
write the 2nd order taylor series for the log barrier function $$-\sum_{i=1}^{m}(b_{i}-a_{i}^{T}x)$$
Homework Equations
See Above
The Attempt at a Solution
Here is my attempt at a solution
$$\nabla f(x)=f(x_{0})-\sum_{i=1}^{m}\bigg(\dfrac{a_{i}}{b_{i}-a_{i}^{T}x}\bigg)(x-x_{0})-\dfrac{1}{2}(x-x_{0})^{T}\sum_{i=1}^{m}\bigg(\dfrac{a_{i}^{T}a_{i}}{(b_{i}-a_{i}^{T}x)^{2}}\bigg)(x-x_{0})$$
So, my problem is I've never really encountered calculating gradients and hessians for vector valued functions of only one variable (x, in this case). Am I way out to lunch?
Thanks.