@RogerLuo
2017-03-02T04:38:20.000000Z
字数 4076
阅读 163
Optimization
let a variation on :
Then, according to Euler-Lagrange equation
consider and whose functional is :
we have,
Therefore,
Then we have
Similarly, for and , we have its Euler-Lagrange equation:
define , then
denote and
thus, we have
and similarly,
The linear system can be solved by calculating the inverse of , thus we have