On a Gradient Flow with Exponential Rate of Convergence

Hadi Khatibzadeh ()
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Hadi Khatibzadeh: University of Zanjan

Journal of Optimization Theory and Applications, 2013, vol. 157, issue 1, No 9, 147 pages

Abstract: Abstract We present an evolution equation governed by a maximal monotone operator with exponential rate of convergence to a zero of the maximal monotone operator. When the maximal monotone operator is the subdifferential of a convex, proper, and lower semicontinuous function, we show that the trajectory of solutions of the evolution equation converges exponentially to the minimum value of the convex function.

Keywords: Rate of convergence; Convex function; Subdifferential; Convex minimization problem; Evolution equation; Gradient flow (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10957-012-0189-0

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