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Transactions of the American Mathematical Society
Transactions of the American Mathematical Society
ISSN 1088-6850(e) ISSN 0002-9947(p)
     

Steepest descent evolution equations: asymptotic behavior of solutions and rate of convergence

Author(s): R. Cominetti; O. Alemany
Journal: Trans. Amer. Math. Soc. 351 (1999), 4847-4860.
MSC (1991): Primary 34C35, 34D05; Secondary 49M10, 49M30
Posted: August 30, 1999
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Abstract: We study the asymptotic behavior of the solutions of evolution equations of the form $\dot u(t)\in -\partial f(u(t),r(t))$, where $f(\cdot,r)$ is a one-parameter family of approximations of a convex function $f(\cdot)$ we wish to minimize. We investigate sufficient conditions on the parametrization $r(t)$ ensuring that the integral curves $u(t)$ converge when $t\rightarrow\infty$ towards a particular minimizer $u_\infty$ of $f$. The speed of convergence is also investigated, and a result concerning the continuity of the limit point $u_\infty$ with respect to the parametrization $r(\cdot)$ is established. The results are illustrated on different approximation methods. In particular, we present a detailed application to the logarithmic barrier in linear programming.


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Additional Information:

R. Cominetti
Affiliation: Universidad de Chile, Casilla 170/3, Correo 3, Santiago, Chile.
Email: rcominet@dim.uchile.cl

O. Alemany
Affiliation: Universidad de Chile, Casilla 170/3, Correo 3, Santiago, Chile.

DOI: 10.1090/S0002-9947-99-02508-8
PII: S 0002-9947(99)02508-8
Keywords: Dissipative evolution equations, steepest descent, penalty and viscosity methods, convex optimization
Received by editor(s): February 5, 1997
Posted: August 30, 1999
Additional Notes: This work was completed while the first author was visiting Laboratoire d'Econometrie, Ecole Polytechnique, Paris. Partially supported by Comisión Nacional de Investigación Científica y Tecnológica de Chile under Fondecyt grant 1961131
Copyright of article: Copyright 1999, American Mathematical Society


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