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On a lecture note I read about Calculus of Variations


the author talks about Euler-Lagrange equation, then continues to say "unfortunately, many times a closed form solution [for EL eqn] is not known. One way to cope with this problem is to use a gradient descent technique. Incidentally, the left hand side of the Euler-Lagrange equation can be regarded as an infinite-dimensional gradient".

How did he make this transition, from a EL PDE to gradient descent? Which class, book would cover this subject? My books on Calculus of Variations have nothing on this. Should I look under Optimization, Numerical PDE?


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Maybe in lecture 5 of this set: vision.ucla.edu/~ganeshs/dsp_course –  Elvis Dec 29 '11 at 13:08
this looks useful, thanks. –  BB_ML Dec 29 '11 at 13:23
If you are the book type, "Optimization by Vector Space Methods" by David Luenberger is a well-written classes in this field. He covers both, although I don't remember if he directly connects the two in a chapter. –  gnometorule Dec 29 '11 at 16:03
Classic, not classes. –  gnometorule Dec 29 '11 at 16:04
looks like a good source; there is a chapter called "optimization of functionals" which is the kind of info I was looking for. –  BB_ML Dec 29 '11 at 17:34

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