Gradient method for non-uniformly convex functionals in Hilbert space (Q2755027)

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scientific article; zbMATH DE number 1668903
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Gradient method for non-uniformly convex functionals in Hilbert space
scientific article; zbMATH DE number 1668903

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    5 November 2001
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    gradient method
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    Gradient method for non-uniformly convex functionals in Hilbert space (English)
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    The main result concerns the minimalization of twice Gâteaux differentiable convex real valued functionals \(\phi\) on Hilbert spaces with the local uniformity property of curvature \(m(\|u\|) \|h\|^2 \leq \langle \phi''(u) h,h \rangle \leq M(\|u\|) \|h\|^2\) for suitable positive functions \(m,M\). Namely, if \(M\) is increasing and \(m\) is decreasing with \(\lim_{t\to\infty} tm(t)=\infty\), then \(\phi\) admits a unique point of minimum \(u^*\), and given any vector \(u_0\), there can be constructed a constant \(\alpha(u_0)>0\) such that the iteration \(u_{n+1} := u_n-\alpha(u_0) \phi'(u_n)\) converges in linear order to \(u^*\). This result is then applied to give iterative solutions converging in linear order for the equation \(A(x)=b\) with a non-linear Hilbert space operator having self-adjoint Gâteaux derivative and satisfying some local uniform ellipticity properties. Finally, hence an iterative solution of \(A(x)=b\) is also developed for some interesting cases where \(A\) is a non-differentiable Hilbert space operator which can be transformed to a differentiable one in the energy space of a suitable linear operator.
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