2nd order approx. of barrier function

In summary, the conversation is about writing the second-order Taylor series for the log barrier function and the attempt at a solution includes the gradient and Hessian calculations for the function. However, it is uncertain if the calculations are correct since the concept of calculating gradients and Hessians for vector-valued functions of one variable is unfamiliar to the person.
  • #1
FOIWATER
Gold Member
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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.
 
  • #3
Perhaps it would help if you were to say exactly what the "log barrier function" is!
 
  • #4
oh I typed it wrong

$$f(x)=-\sum_{i=1}^{m}log(b_{i}-a_{i}^{T}x)$$

But I know now that what I have above is not correct. I think the gradient might be right actually, but the hessian is certainly not.
 

1. What is the second order approximation of a barrier function?

The second order approximation of a barrier function is a mathematical approach used to estimate the value of a barrier function at a specific point by considering the function's first and second derivatives.

2. How is the second order approximation of a barrier function calculated?

The second order approximation of a barrier function is calculated by using the Taylor series expansion, which involves taking the first and second derivatives of the function at a given point and plugging them into the Taylor series formula.

3. What is the significance of using a second order approximation for barrier functions?

The second order approximation is important because it provides a more accurate estimation of the barrier function compared to a first order approximation, especially for functions with complex or nonlinear behavior.

4. Can the second order approximation of a barrier function be used for all types of functions?

No, the second order approximation is most commonly used for smooth and continuous functions. It may not be suitable for discontinuous or highly oscillating functions, as the Taylor series may not converge in these cases.

5. How can the second order approximation of a barrier function be improved?

The accuracy of the second order approximation can be improved by considering higher order derivatives of the function, such as the third or fourth derivatives, in the Taylor series expansion. However, this can also increase the computational complexity and may not always result in a significant improvement in accuracy.

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