The heavy ball with friction dynamical system for convex constrained minimization problems
Abstract
The heavy ball with friction dynamical system (u) double over dot + gamma (u) over dot + del Phi (u) = 0 is a non-linear oscillator with damping (gamma > 0). In [2], Alvarez proved that when H is a real Hilbert space and Phi : H --> R is a smooth convex function whose minimal value is achieved, then each trajectory t --> u(t) of this system weakly converges towards a minimizer of Phi. We prove a similar result in the convex constrained case by considering the corresponding gradient-projection dynamical system (u) double over dot + gamma (u) over dot + u - proj(C)(u - mu del Phi (u)) = 0, where C is a closed convex subset of H. This result holds when H is a possibly infinite dimensional space, and extends, by using different technics, previous results by Antipin [1].
Más información
Título según WOS: | The heavy ball with friction dynamical system for convex constrained minimization problems |
Título de la Revista: | OPTIMIZATION |
Volumen: | 48 |
Editorial: | TAYLOR & FRANCIS LTD |
Fecha de publicación: | 2000 |
Página de inicio: | 25 |
Página final: | 35 |
Idioma: | English |
Notas: | ISI |