syfi team mailing list archive

[Harish Narayanan <harish.mlists@xxxxxxxxx>]

Jed Brown wrote:
> 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.

These conditions are satisfied for this class of models.

Harish