Title
On The Properties Of Solutions To A Differential Inclusion Associated With A Nonsmooth Constrained Optimization Problem
Abstract
In this paper we consider, under very general conditions, a constrained minimization problem and we associate to this problem a differential inclusion which has the property that all the trajectories converge to the set C of constrained critical points. The conditions on the functional to be minimized and on the function which defines the constraint are the minimal requirements on these data to use the tools of the nonsmooth analysis to show the convergence of the trajectories to C. Furthermore, if these functions are also subanalytic, then it is proved that any trajectory converges to a critical point and it has finite length. In fact, we show that these assumptions guarantee that the multivalued vector field defining the differential inclusion satisfies a Lojasiewicz-type inequality. The dependence of the rate of convergence on the values of the Lojasiewicz exponent is also shown.
Year
DOI
Venue
2005
10.1109/CDC.2005.1583093
2005 44th IEEE Conference on Decision and Control & European Control Conference, Vols 1-8
Keywords
DocType
ISSN
differential inclusion,constraint optimization,critical point,difference equations,satisfiability,vector field,cost function,convergence,functional analysis,control systems,quadratic programming,rate of convergence
Conference
0191-2216
Citations 
PageRank 
References 
1
0.37
2
Authors
2
Name
Order
Citations
PageRank
Paolo Nistri121233.80
M. Quincampoix246350.08