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

capellitad9 2022-07-20 Answered
If we are using Newton's method (or gradient descent), how do we find a maximum instead of a minimum?
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Answers (1)

Jaycee Figueroa
Answered 2022-07-21 Author has 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).
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