dc.creatorÁlvarez Daziano, Felipe
dc.creatorBolte, Jérome
dc.creatorBrahic, Olivier
dc.date.accessioned2013-07-02T20:32:27Z
dc.date.accessioned2019-04-25T23:51:22Z
dc.date.available2013-07-02T20:32:27Z
dc.date.available2019-04-25T23:51:22Z
dc.date.created2013-07-02T20:32:27Z
dc.date.issued2004
dc.identifierSIAM JOURNAL ON CONTROL AND OPTIMIZATION Volume: 43 Issue: 2 Pages: 477-501 Published: 2004
dc.identifierDOI: 10.1137/S0363012902419977
dc.identifierhttp://repositorio.uchile.cl/handle/2250/125794
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/2430121
dc.description.abstractIn view of solving theoretically constrained minimization problems, we investigate the properties of the gradient flows with respect to Hessian Riemannian metrics induced by Legendre functions. The first result characterizes Hessian Riemannian structures on convex sets as metrics that have a specific integration property with respect to variational inequalities, giving a new motivation for the introduction of Bregman-type distances. Then, the general evolution problem is introduced, and global convergence is established under quasi-convexity conditions, with interesting refinements in the case of convex minimization. Some explicit examples of these gradient flows are discussed. Dual trajectories are identified, and sufficient conditions for dual convergence are examined for a convex program with positivity and equality constraints. Some convergence rate results are established. In the case of a linear objective function, several optimality characterizations of the orbits are given: optimal path of viscosity methods, continuous-time model of Bregman-type proximal algorithms, geodesics for some adequate metrics, and projections of. (q) over dot-trajectories of some Lagrange equations and completely integrable Hamiltonian systems.
dc.languageen
dc.publisherSIAM PUBLICATIONS
dc.subjectgradient flow
dc.titleHessian Riemannian gradient flows in convex programming
dc.typeArtículos de revistas


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