I'm working on an article about optimization and it has the expression "first order information". I can't find the meaning of that...
could you please send for me a definition of it?
It's emergency:)
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Can you give a reference to article and place in it, or perhaps quote a sentence or 2, so we can see what you are talking about? – kimchi lover Dec 10 '17 at 19:50
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It's an article about an optimal algorithm for costrained differentiable convex optimization. First it defines the simple sets then says: our methods will be based only on first-order information and each iteration will contain a projected gradient step. – salma.shah Dec 10 '17 at 20:56
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From context, it sounds like this likely refers to the same thing as a "first order differential equation" - that is, "first order information" just means "information about the first derivative", rather than employing information about the second or third (or further) derivatives. – Reese Johnston Dec 10 '17 at 22:36
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"first order methods" use only first derivative or subgradient information, as opposed to second order methods such as Newton's method that use information about the second derivatives of the function. This is fairly standard nomenclature. – Brian Borchers Dec 10 '17 at 23:23