Convergence rate estimates for the gradient differential inclusion
نویسندگان
چکیده
منابع مشابه
Convergence rate estimates for the gradient differential inclusion
Let f : H → R ∪ {∞} be a proper, lower semi–continuous, convex function in a Hilbert space H. The gradient differential inclusion is x′(t) ∈ −∂f(x(t)), x(0) = x, where x ∈ dom(f). If f is differentiable, the inclusion can be considered as the continuous version of the steepest descent method for minimizing f on H. Even if f is not differentiable, the inclusion has a unique solution {x(t) : t > ...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2005
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780500094770