Visualizing a Simple Saddle Point Algorithm in MATLAB

(Originally posted on Doug's MATLAB Video Tutorials blog.)

There are lots of places in optimization and game theory where you would want to identify a saddle point on a two-dimensional surface. In this example we find and visualize the saddle point of a surface in MATLAB^®. We are trying to maximize the value of the surface by our choice in one dimension and trying to minimize it by our choice in the other dimension. Once we find this saddle point, we have found the optimal choice in each dimension.