Let $\Omega\subset\mathbb{R}^d$ be a domain. Suppose $H$ is the second order Frechét derivatives of a function $f\in L^2(\Omega)$, then $H\in (L^2\times L^2)^{*}$. Let $g\in (L^2(\Omega))^{*}$ and we want to solve for $v\in L^2(\Omega)$ such that $$ Hv=g. $$ I am wondering whether the linear least squares algorithm can be applied here, i.e. we update $v$ via a gradient descent $$ v \leftarrow v-\alpha(H^{T}Hv-H^{T}g). $$ I am seeking opinion on whether this will work. For instance, we are optimising the objective function $$ \min_{v\in L^2(\Omega)}\frac{1}{2}\|Hv-g\|^2_{(L^2(\Omega))^{*}} = \frac{1}{2}\left(\sup_{\|w\|=1}H(v,w)-f(w)\right)^2. $$ Does the gradient of this objective function look like the one that we get in linear least squares?
2026-03-28 01:05:49.1774659949
Linear least squares involving linear functionals
19 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- optimization with strict inequality of variables
- Gradient of Cost Function To Find Matrix Factorization
- Calculation of distance of a point from a curve
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- What does it mean to dualize a constraint in the context of Lagrangian relaxation?
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Building the model for a Linear Programming Problem
- Maximize the function
- Transform LMI problem into different SDP form
Related Questions in HILBERT-SPACES
- $\| (I-T)^{-1}|_{\ker(I-T)^\perp} \| \geq 1$ for all compact operator $T$ in an infinite dimensional Hilbert space
- hyponormal operators
- a positive matrix of operators
- If $S=(S_1,S_2)$ hyponormal, why $S_1$ and $S_2$ are hyponormal?
- Is the cartesian product of two Hilbert spaces a Hilbert space?
- Show that $ Tf $ is continuous and measurable on a Hilbert space $H=L_2((0,\infty))$
- Kernel functions for vectors in discrete spaces
- The space $D(A^\infty)$
- Show that $Tf$ is well-defined and is continious
- construction of a sequence in a complex Hilbert space which fulfills some specific properties
Related Questions in LEAST-SQUARES
- Is the calculated solution, if it exists, unique?
- Statistics - regression, calculating variance
- Dealing with a large Kronecker product in Matlab
- How does the probabilistic interpretation of least squares for linear regression works?
- Optimizing a cost function - Matrix
- Given matrix $Q$ and vector $s$, find a vector $w$ that minimizes $\| Qw-s \|^2$
- Defects of Least square regression in some textbooks
- What is the essence of Least Square Regression?
- Alternative to finite differences for numerical computation of the Hessian of noisy function
- Covariance of least squares parameter?
Related Questions in DUAL-SPACES
- Why is necessary ask $F$ to be infinite in order to obtain: $ f(v)=0$ for all $ f\in V^* \implies v=0 $
- How to conclude that $\ell_\infty$ is not separable from this exercise?
- Dual of linear map into a tensor product
- Basis of vector spaces in perfect pairing
- How to find a dual basis given a basis?
- $T \in \mathcal L(V,W)$ is surjective $\iff ($range $T)^0 = \{0\}$
- Restrict $g$ to a dense subclass in $\|f\|_p=\text{sup}\{|\int_Xfg|:\|g\|_{p'}\leq 1\}$
- $(\text{Im}(T^*))^0 = \ker(T)$?
- Unit ball in dual space is weak*separable
- Co- and contravariance of vectors vs co- and contravariant functors
Related Questions in GRADIENT-DESCENT
- Gradient of Cost Function To Find Matrix Factorization
- Can someone explain the calculus within this gradient descent function?
- Established results on the convergence rate of iterates for Accelerated Gradient Descent?
- Sensitivity (gradient) of function solved using RK4
- Concerning the sequence of gradients in Nesterov's Accelerated Descent
- Gradient descent proof: justify $\left(\dfrac{\kappa - 1}{\kappa + 1}\right)^2 \leq \exp(-\dfrac{4t}{\kappa+1})$
- If the gradient of the logistic loss is never zero, does that mean the minimum can never be achieved?
- How does one show that the likelihood solution for logistic regression has a magnitude of infinity for separable data (Bishop exercise 4.14)?
- How to determinate that a constrained inequality system is not empty?
- How to show that the gradient descent for unconstrained optimization can be represented as the argmin of a quadratic?
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?