The steepest descent dynamical system with control. Applications to constrained minimization
Alexandre Cabot (2010)
ESAIM: Control, Optimisation and Calculus of Variations
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Let be a real Hilbert space, a convex function of class that we wish to minimize under the convex constraint . A classical approach consists in following the trajectories of the generalized steepest descent system ( Brézis [CITE]) applied to the non-smooth function . Following Antipin [1], it is also possible to use a continuous gradient-projection system. We propose here an alternative method as follows: given a smooth convex function whose critical points coincide with and...