Iterative minimization of quadratic functionals (Q1901494): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative minimization of quadratic functionals |
scientific article |
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Iterative minimization of quadratic functionals (English)
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8 December 1996
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The author considers the gradient algorithm for minimizing convex continuous quadratic functionals in Hilbert spaces. He shows that the algorithm with fixed stepsize converges whenever the stepsize is small enough, and motivates his result by some filtering problems that occur in the theory of discrete time systems.
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quadratic optimization
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contraction
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gradient algorithm
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Hilbert spaces
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filtering
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discrete time systems
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