syfi team mailing list archive

[Jed Brown <jed@xxxxxxxx>]

On Sat 2009-04-18 17:32, kent-and@xxxxxxxxx wrote:
> For the above equation I think there should be only one minimum and so
> it will head in the right direction. I'm not sure whether it should be
> quadratic.
> If it is convex it can have several minium and it may therefore head
        ^^^^^^^^^

You probably mean "is not convex".

> towards different minima at different times but I didn't think it could head
> off to infinity (or creating a singular matrix) ?

Convexity is not sufficient to guarantee global convergence, you need a
minimum to exist (consider exp(x)) and the Jacobian should be Lipshitz
continuous with J^{-1} bounded.  These conditions are probably satisfied
for the models you are discussing.

Jed

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