DocumentCode
3122890
Title
On the properties of solutions to a differential inclusion associated with a nonsmooth constrained optimization problem
Author
Nistri, Paolo ; Quincampoix, Marc
Author_Institution
Dipartimento di Ingegneria dell’Informazione, University of Siena, Siena, Italy. pnistri@dii.unisi.it
fYear
2005
fDate
12-15 Dec. 2005
Firstpage
5832
Lastpage
5836
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.
Keywords
Constraint optimization; Contracts; Control system analysis; Control systems; Convergence; Cost function; Difference equations; Functional analysis; Humans; Quadratic programming;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN
0-7803-9567-0
Type
conf
DOI
10.1109/CDC.2005.1583093
Filename
1583093
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