THE LOJASIEWICZ INEQUALITY FOR NONSMOOTH SUBANALYTIC FUNCTIONS WITH APPLICATIONS TO SUBGRADIENT DYNAMICAL SYSTEMS

被引:501
作者
Bolte, Jerome [1 ]
Daniilidis, Aris [2 ]
Lewis, Adrian [3 ]
机构
[1] Univ Paris 06, Equipe Combinatoire & Optimisat, UMR 7090, F-75252 Paris 05, France
[2] Univ Autonoma Barcelona, Dept Matemat, E-08193 Bellaterra, Cerdanyola Vall, Spain
[3] Cornell Univ, Sch Operat Res & Ind Engn, Ithaca, NY 14853 USA
基金
加拿大自然科学与工程研究理事会; 美国国家科学基金会;
关键词
Lojasiewicz inequality; subanalytic function; nonsmooth analysis; subdifferential; dynamical system; descent method;
D O I
10.1137/050644641
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Given a real-analytic function f : R-n -> R and a critical point a is an element of R-n, the Lojasiewicz inequality asserts that there exists theta is an element of [1/2, 1) such that the function vertical bar f - f(a)vertical bar(theta) parallel to del f parallel to(-1) remains bounded around a. In this paper, we extend the above result to a wide class of nonsmooth functions (that possibly admit the value +infinity), by establishing an analogous inequality in which the derivative. del f(x) can be replaced by any element x* of the subdifferential. partial derivative f(x) of f. Like its smooth version, this result provides new insights into the convergence aspects of subgradient-type dynamical systems. Provided that the function f is sufficiently regular (for instance, convex or lower-C-2), the bounded trajectories of the corresponding subgradient dynamical system can be shown to be of finite length. Explicit estimates of the rate of convergence are also derived.
引用
收藏
页码:1205 / 1223
页数:19
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