How to estimate error with steepest descent method?


Rickzou
02-17-2007, 02:12 AM
Hi everyone,

I am solving a nasty nonlinear ODE by means of steepest descent minimization, there is no nice properties like Lifshitz condition etc... but I am hoping that from the difference of minimization target between successive steps, to estimate how far the solution is from the true solution. Is it possible?

Thank you very much,
Rick