Critical points via monodromy and local methods

Abraham Martin del Campo; Jose Israel Rodriguez

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arXiv · 1503.01662

Critical points via monodromy and local methods

Abraham Martin del Campo·Jose Israel Rodriguez

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Abstract

In many areas of applied mathematics and statistics, it is a fundamental problem to find the best representative of a model by optimizing an objective function. This can be done by determining critical points of the objective function restricted to the model. We compile ideas arising from numerical algebraic geometry to compute the critical points of an objective function. Our method consists of using numerical homotopy continuation and a monodromy action on the total critical space to compute all of the complex critical points of an objective function. To illustrate the relevance of our method, we apply it to the Euclidean distance function to compute ED-degrees and the likelihood function to compute maximum likelihood degrees.

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Abraham Martin del Campo, Jose Israel Rodriguez. 2015-03-05. Critical points via monodromy and local methods. https://arxiv.org/abs/1503.01662

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