A Dynamical System Associated with Newton's Method for Parametric Approximations of Convex Minimization Problems
نویسندگان
چکیده
منابع مشابه
A Dynamical System Associated with Newton’s Method for Parametric Approximations of Convex Minimization Problems∗
We study the existence and asymptotic convergence when t→ +∞ for the trajectories generated by ∇f(u(t), (t))u̇(t) + ̇(t) ∂2f ∂ ∂x (u(t), (t)) +∇f(u(t), (t)) = 0 where {f(·, )} >0 is a parametric family of convex functions which approximates a given convex function f we want to minimize, and (t) is a parametrization such that (t) → 0 when t → +∞. This method is obtained from the following variati...
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ژورنال
عنوان ژورنال: Applied Mathematics and Optimization
سال: 1998
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s002459900088