Iterative minimization of quadratic functionals
type: Item
instance of: scholarly article
title: Iterative minimization of quadratic functionals
zbMATH Open document ID: 0853.65058
DOI: 10.1007/BF01189019
published in: Circuits, Systems, and Signal Processing
publication date: 1996-12-08T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 93E24
zbMATH DE Number: 817237
zbMATH Keywords: quadratic optimization
zbMATH Keywords: contraction
zbMATH Keywords: gradient algorithm
zbMATH Keywords: Hilbert spaces
zbMATH Keywords: filtering
zbMATH Keywords: discrete time systems
author: Irwin W. Sandberg
reviewed by: J. Frédéric Bonnans
MaRDI profile type: Publication
cites work: Iterative Behandlung linearer Funktionalgleichungen
cites work: On the Iteration of Transformations in Noncompact Minimal Dynamical Systems
cites work: The solution by iteration of linear functional equations in Banach spaces
cites work: A Class of Nonharmonic Fourier Series
cites work: Q5721624
cites work: Q4000104
cites work: Q5566063
cites work: Real and functional analysis
cites work: Q3724211
cites work: Q5822251
Recommended article: An iterative algorithm of solution for quadratic minimization problem in Hilbert spaces
Recommended article: An iterative approach to quadratic optimization
Recommended article: Minimization of degenerate integral quadratic functionals
Recommended article: Q4696119
Recommended article: Q3484280
Recommended article: Iterative Approaches to Convex Minimization Problems
Recommended article: Q4033351
Recommended article: Q4878473
Recommended article: Q3973211
Recommended article: Q3482435
description: scientific article; zbMATH DE number 817237