Newton-like dynamics associated to nonconvex optimization problems (Q2319938): Difference between revisions

The paper studies differential inclusions of the form \[ \begin{aligned} &v(t)\in \partial \varphi (x(t)),\\ &\lambda x'(t)+v'(t)+v(t)+\nabla \psi (x(t))=0,\\ &x(0)=x_0,\quad v(0)=v_0\in \partial \varphi (x_0), \end{aligned} \] where \(\varphi :{\mathbb{R}}^n\to {\mathbb{R}}^n\cup \{\infty \}\) is a proper convex lower semicontinuous function, \(\psi :{\mathbb{R}}^n\to \mathbb{R}\) is a function with Lipschitz continuous gradient, \(\lambda >0\) and \(x_0,y_0\in {\mathbb{R}}^n\). By assuming a certain Kurdyka-Lojasiewicz property it is proved the convergence of the solution \(x\) to a critical point of \(\varphi +\psi \). Several estimates for the convergence rates of the orbits are also provided. For the entire collection see [Zbl 1417.49001].