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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 , where is a one-parameter family of approximations of a convex function we wish to minimize. We investigate sufficient conditions on the parametrization ensuring that the integral curves converge when towards a particular minimizer of . The speed of convergence is also investigated, and a result concerning the continuity of the limit point with respect to the parametrization 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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