Curves of Descent

نویسندگان

  • Dmitriy Drusvyatskiy
  • Alexander D. Ioffe
  • Adrian S. Lewis
چکیده

Steepest descent is central in variational mathematics. We present a new transparent existence proof for curves of near-maximal slope — an influential notion of steepest descent in a nonsmooth setting. We moreover show that for semi-algebraic functions — prototypical nonpathological functions in nonsmooth optimization — such curves are precisely the solutions of subgradient dynamical systems.

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عنوان ژورنال:
  • SIAM J. Control and Optimization

دوره 53  شماره 

صفحات  -

تاریخ انتشار 2015