The grdient (vector of first derivatives) of the objective function f (projected toward the feasible region if the problem is constrained) at the point x* is zero. The Hessian (matrix of second ...

The conditional score function has previously been shown to generate the optimal estimating equation for a parameter of interest when the conditioning statistic is complete and sufficient for the ...

Lagrange multipliers are now being seen as arising from a general rule for the subdifferentiation of a nonsmooth objective function which allows black-and-white constraints to be replaced by penalty ...