Skip to Main content Skip to Navigation
Journal articles

Exponential convergence for a convexifying equation and a non-autonomous gradient ow for global minimization

Abstract : We consider an evolution equation similar to that introduced by Vese in [10] and whose solution converges in large time to the convex envelope of the initial datum. We give a stochastic control representation for the solution from which we deduce, under quite general assumptions that the convergence in the Lipschitz norm is in fact exponential in time. We then introduce a non-autonomous gradient flow and prove that its trajectories all converge to minimizers of the convex envelope.
Document type :
Journal articles
Complete list of metadata

Cited literature [10 references]  Display  Hide  Download

https://hal-sciencespo.archives-ouvertes.fr/hal-01024585
Contributor : Spire Sciences Po Institutional Repository Connect in order to contact the contributor
Submitted on : Wednesday, July 16, 2014 - 1:08:02 PM
Last modification on : Monday, March 21, 2022 - 2:50:38 PM
Long-term archiving on: : Monday, November 24, 2014 - 4:18:04 PM

File

exponential-convergence-for-a....
Files produced by the author(s)

Identifiers

Citation

Guillaume Carlier, Alfred Galichon. Exponential convergence for a convexifying equation and a non-autonomous gradient ow for global minimization. Control, Optimisation and Calculus of Variations, 2012, 18 (3), pp.611-620. ⟨hal-01024585⟩

Share

Metrics

Record views

144

Files downloads

79