Logo image
Sur des systèmes dynamiques dissipatifs de type gradient. Applications en Optimisation.
Thèses et HDR   Open Access

Sur des systèmes dynamiques dissipatifs de type gradient. Applications en Optimisation.

Jérôme Bolte
Doctoral, Université de Montpellier
06/01/2003

Résumé

Mots-clés: systèmes dynamiques dissipatifs systèmes de type gradient inclusions différentielles <br /> analyse asymptotique méthode de Newton continue minimisation convexe <br />chocs inélastiques <br /> gradient-projeté fonctions de Legendre opérateurs barrières équations paraboliques <br /> métriques hessiennes fonctions de Lyapounov méthodes proximales. méthodes proximales
This work is intended to introduce and to study new gradient-like dynamical systems.<br /> The dissipative aspects of those kind of dynamics stand at the crossroads<br /> of many field in Analysis : Optimization, Mechanics, PDE.<br /><br />A first part of the work is devoted to the construction of mappings that are able<br /> to control gradient (or subdifferntial vector fields). They are called barrier-operators. <br />One of the main motivation is to derive interior descent methods. The abstract <br />framework that is proposed allow to recover many dynamics : projected<br /> gradient, Riemannian methods, continuous Newton method, Lotka-Volterra based<br /> dynamics ... Within such a setting, we may evoke several results concerning strong<br /> viability, well-posedness, and global convergence.<br />Keeping in mind the fact that "good" trajectories are those that remain <br />in the feasible set : it is natural to pay a particular attention to hessian Riemannian<br /> structure induced by Legendre functions. Those Riemannian manifolds enjoys<br /> many properties, and may be characterized as "the metrics that are the more<br /> appropriate to solve, a certain class of variational inequalities" . Another<br /> interesting aspects, is that those type of structure has a sense in Hilbert Spaces :<br /> it corresponds to some well-known subdifferntial formulation of some<br /> parabolic equations arising in Thermodynamic.<br /><br />The second part oif the thesis is devoted to the study of second-order in time<br /> gradient method. It is shown that the use of Hessian-driven damping yields a <br />nice class of dynamical systems. <br />A first interest of those methods, is to give rise to non-descent methods with<br /> convergent trajectories. Indeed, if one follows some minimization purposes,<br /> it may be interesting to avoid local minima in order to attain a global minimum.

Fichiers et liens (1)

url
Find in HALAfficher

Indicateurs

1 Consultations de la notice

Détails

Logo image