{"title":"鞍点问题的光滑向量场","authors":"Hans-Bernd Dürr, C. Ebenbauer","doi":"10.1109/CDC.2011.6161102","DOIUrl":null,"url":null,"abstract":"In this paper we propose a novel smooth vector field whose trajectories globally converge to the saddle point of the Lagrangian associated with a convex and constrained optimization problem. Under suitable assumptions, we prove global convergence of the trajectories for the class of strictly convex problems and we propose a vector field for linear programs.","PeriodicalId":360068,"journal":{"name":"IEEE Conference on Decision and Control and European Control Conference","volume":"32 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"31","resultStr":"{\"title\":\"A smooth vector field for saddle point problems\",\"authors\":\"Hans-Bernd Dürr, C. Ebenbauer\",\"doi\":\"10.1109/CDC.2011.6161102\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper we propose a novel smooth vector field whose trajectories globally converge to the saddle point of the Lagrangian associated with a convex and constrained optimization problem. Under suitable assumptions, we prove global convergence of the trajectories for the class of strictly convex problems and we propose a vector field for linear programs.\",\"PeriodicalId\":360068,\"journal\":{\"name\":\"IEEE Conference on Decision and Control and European Control Conference\",\"volume\":\"32 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"31\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE Conference on Decision and Control and European Control Conference\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.2011.6161102\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Conference on Decision and Control and European Control Conference","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.2011.6161102","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this paper we propose a novel smooth vector field whose trajectories globally converge to the saddle point of the Lagrangian associated with a convex and constrained optimization problem. Under suitable assumptions, we prove global convergence of the trajectories for the class of strictly convex problems and we propose a vector field for linear programs.