Maximal flow through a domain |
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Authors: | Gilbert Strang |
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Institution: | 1. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Silver Street, CB3 9EW, Cambridge, England
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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. |
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