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Steep descent for linear system

Amer

Active member
Mar 1, 2012
275
Steepest descent for linear system

what is the formula of steep descent to solve linear system
can you give me a link
 
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chisigma

Well-known member
Feb 13, 2012
1,704
Re: Steepest descent for linear system

what is the formula of steep descent to solve linear system
can you give me a link
If Your goal is to find the minimum of an $f(x_{1},x_{2},...,x_{n})$ and the $f(*)$ is linear in the $x_{i}$, i.e. it can be written as...

$\displaystyle f(x_{1},x_{2},...,x_{n})= \sum_{i=1}^{n} a_{i}\ x_{i}$ (1)

... where all the $a_{i}$ are constant and You don't have any constrain, then the goal cannot be met because the (1) has no minimum...

Kind regards

$\chi$ $\sigma$
 
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