Algorithme de dualité pour un problème d'optimisation non convexe : application à un problème de Stokes non linéaire∗

Abstract

We apply a duality method for solving a nonconvex optimization problem. We construct an algorithm converging to a ∂-critical point and we establish the relationship with critical point of the primal problem. The application of this method to a nonlinear Stokes problem leads to a weak solution.