首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Maximal flow through a domain
Authors:Gilbert Strang
Institution:1. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Silver Street, CB3 9EW, Cambridge, England
Abstract:It is proved that, if the DFP or BFGS algorithm with step-lengths of one is applied to a functionF(x) that has a Lipschitz continuous second derivative, and if the calculated vectors of variables converge to a point at which ?F is zero and ?2 F is positive definite, then the sequence of variable metric matrices also converges. The limit of this sequence is identified in the case whenF(x) is a strictly convex quadratic function.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号