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Optimal control
Convergence of continuous analogues of numerical methods for solving degenerate optimization problems and systems of nonlinear equations
Yu. G. Evtushenkoab, A. A. Tret'yakovacd a Dorodnitsyn Computing Centre, Federal Research Center "Computer Science and Control", Russian Academy of Sciences, 119333, Moscow, Russia
b Moscow Institute of Physics and Technology (National Research University), 141701, Dolgoprudnyi, Moscow oblast, Russia
c System Res. Inst., Polish Acad. Sciences, 01-447 Warsaw, Newelska 6, Poland
d Siedlce University, Faculty of Sciences, 08-110 Siedlce, Poland
Abstract:
A new approach is proposed for studying the convergence of continuous analogues of the gradient and Newton methods as applied to degenerate nonlinear systems of equations and unconstrained optimization problems in the case when traditional Lyapunov functions are ineffective or inapplicable. The main tool for analyzing degenerate systems is the $p$-factor Lyapunov function, which makes it possible to reduce the original problem to a new one based on constructions of $p$-regularity theory and to construct a method converging to the exact solution in the degenerate case.
Key words:
degeneration, stability, $p$-regularity, $p$-factor Lyapunov function, convergence.
Received: 23.03.2022 Revised: 23.03.2022 Accepted: 08.06.2022
Citation:
Yu. G. Evtushenko, A. A. Tret'yakov, “Convergence of continuous analogues of numerical methods for solving degenerate optimization problems and systems of nonlinear equations”, Zh. Vychisl. Mat. Mat. Fiz., 62:10 (2022), 1632–1638; Comput. Math. Math. Phys., 62:10 (2022), 1602–1608
Linking options:
https://www.mathnet.ru/eng/zvmmf11457 https://www.mathnet.ru/eng/zvmmf/v62/i10/p1632
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