The solution of some max-separable optimization problems [Abstract of thesis]
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 (cf. Brézis [5]) 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 a control...
Let H be a real Hilbert space, a convex function of class that we wish to minimize under the convex constraint S. A classical approach consists in following the trajectories of the generalized steepest descent system (cf. 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 S and...
Standard facts about separating linear functionals will be used to determine how two cones and and their duals and may overlap. When is linear and and are cones, these results will be applied to and , giving a unified treatment of several theorems of the alternate which explain when contains an interior point of . The case when is the space of Hermitian matrices, is the positive semidefinite matrices, and yields new and known results about the existence of block diagonal...