Use of a derivative or a gradient to minimize a function

[onako]

Given certain function f(x), a standard way to minimize it is to set its derivative to zero, and solve for x. However, in certain cases the method of gradient descent is used; compared to the previous method (call it 'method I')that simply sets the derivative to zero and solves for x, the gradient descent takes multiple steps.

Why could not one use only the 'method I' for minimization? Could you give an example illustrating the difficulty of applying 'mehtod I'?

 

[HallsofIvy]

The standard situation is where you cannot differentiate the function analytically and have to use a numerical approximation.

 

[onako]

Could you provide a simple example?

 

[HallsofIvy]

Any situation in which your data is given as a set of pairs from an experient rather than as an analytic function.