多元函数的泰勒(Taylor)展开式

实际优化问题目标函数往往比较复杂，简化问题通常将目标函数在某点附近展开为Taylor多项式来逼近原函数：
$\cdot$一元函数在点$x_k$处的泰勒展开为：

$$f(x)=f(x_k)+(x-x_k)f'(x_k)+\frac{1}{2!}(x-x_k)^2f''(x_k)+o^n$$
$\cdot$二元函数在点$(x_k,y_k)$处的泰勒展开为：
$$f(x,y)=f(x_k,y_k)+(x-x_k)f'_x(x_k,y_k)+(y-y_k)f'_y(x_k,y_k)+\frac{1}{2!}(x-x_k)f''_{xx}(x_k,y_k)+\frac{1}{2!}(x-x_k)(y-y_k)f''_{xy}(x_k,y_k)+\frac{1}{2!}(x-x_k)(y-y_k)f''_{yx}(x_k,y_k)+\frac{1}{2!}(y-y_k)f''_{yy}(x_k,y_k)+o^n$$
⋅多元函数在点$x_k$处的泰勒展开为：
$$f(x^1,x^2,\cdots,x^n)=f(x^1_k,x^2_k,\cdots,x^n_k)+\sum_{i=1}^{n}(x^i-x^i_k)f'_{x^i}(x^1,x^2,\cdots,x^n)+\frac{1}{2!}\sum_{i,j=1}^n(x^i-x^i_k)(x^j-x^j_k)f''_{ij}(x^1,x^2,\cdots,x^n)$$
Taylor展开矩阵形式表达为：

$$f(x)=f(x_k)+[\nabla f(x_k)]^T(x-x_k)+\frac {1}{2!}[x-x_k]^TH(x_k)[x-x_k]+o^n$$
其中：
$$H(x_k)=\begin{bmatrix} \frac{\partial^2f(x_k)}{\partial x^2_1} &\frac{\partial^2f(x_k)}{\partial x_1\partial x_2} \cdots & \frac{\partial^2f(x_k)}{\partial x_1\partial x_n}\\\frac{\partial^2f(x_k)}{\partial x_2\partial x_1} &\frac{\partial^2f(x_k)}{\partial x^2_2} \cdots & \frac{\partial^2f(x_k)}{\partial x_2\partial x_n}\\ \vdots & \ddots & \vdots \\ \frac{\partial^2f(x_k)}{\partial x_n\partial x_1} &\frac{\partial^2f(x_k)}{\partial x_n\partial x_2} \cdots & \frac{\partial^2f(x_k)}{\partial x^2_n} \end{bmatrix}$$