Local Search Proximal Algorithms as Decision Dynamics with Costs to Move

被引:21
作者
Attouch, H. [1 ]
Soubeyran, A. [2 ]
机构
[1] Univ Montpellier 2, CNRS, UMR 5149 I3M, F-34095 Montpellier, France
[2] Univ Mediterranee Chateau Lafarge, CNRS, GREQAM UMR 6579, F-13290 Les Milles, France
关键词
Costs-to-move; Decision dynamics; Exploration process; Friction; Inertia; Local optimization; Local search algorithms; Proximal algorithms; Worthwhile-to-move incremental process; HEAVY BALL; CONVERGENCE; NONSMOOTH; SYSTEM;
D O I
10.1007/s11228-010-0139-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Acceptable moves for the "worthwhile-to-move" incremental principle are such that "advantages-to-move" are higher than some fraction of "costs-to-move". When combined with optimization, this principle gives raise to adaptive local search proximal algorithms. Convergence results are given in two distinctive cases, namely low local costs-to-move and high local costs-to-move. In this last case, one obtains a dynamic cognitive approach to Ekeland's I mu-variational principle. Introduction of costs-to-move in the algorithms yields robustness and stability properties.
引用
收藏
页码:157 / 177
页数:21
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