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∑MathIntermediate

Hessian Matrix

The Hessian matrix collects all second-order partial derivatives of a scalar function and measures local curvature.

#hessian matrix#second derivatives#curvature+11
📚TheoryIntermediate

Minimax Theorem

The Minimax Theorem states that in zero-sum two-player games with suitable convexity and compactness, the best guaranteed payoff for the maximizer equals the worst-case loss for the minimizer.

#minimax theorem
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Filtering by:
#saddle point
#zero-sum games
#saddle point
+12
📚TheoryIntermediate

Lagrangian Duality

Lagrangian duality turns a constrained minimization problem into a related maximization problem that provides lower bounds on the original objective.

#lagrangian duality#kkt conditions#slater condition+11