capellitad9

2022-07-20

If we are using Newton's method (or gradient descent), how do we find a maximum instead of a minimum?

Jaycee Figueroa

Beginner2022-07-21Added 10 answers

Yes, that's exactly what you do. You can think of this sign change as causing you to perform gradient ascent instead of gradient descent (in the case of using a gradient method). Alternatively, you can think of flipping the sign in a gradient method as performing gradient descent in $-f$. By finding a minimum of $-f$ you find a maximum of $f$.

Similar reasoning holds for Newton's method (and various other methods as well).

Similar reasoning holds for Newton's method (and various other methods as well).

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