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A method of computing the gradient and the Hessian of the quality criterion in parametric optimization of continuous-discrete stochastic systems

โœ Scribed by G. A. Agranovich; L. N. Kanov

Publisher
Springer US
Year
1996
Tongue
English
Weight
217 KB
Volume
82
Category
Article
ISSN
1573-8795

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๐Ÿ“œ SIMILAR VOLUMES

On an integrable discretization of the R
On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift
โœ Y. Nakamura; K. Kajiwara; H. Shiotani ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 695 KB

An integrable discretization of the Rayleigh quotient gradient system is established. The solution of the discrete gradient system is described explicitly and converges exponentially to the same equilibrium point as that of the continuous gradient system for arbitrary large difference step size. It