Let H be a real Hilbert space and Φ:H ↦ R a continuously differentiable function, whose gradient is Lipschitz continuous on bounded sets. We study the nonlinear dissipative dynamical system: [Formula: see text], plus Cauchy data, mainly in view of the unconstrained minimization of the function Φ. New results concerning the convergence of a solution to a critical point are given in various situations, including when Φ is convex (possibly with multiple minima) or is a Morse function (the critical point being then generically a local minimum); a counterexample shows that, without peculiar assumptions, a trajectory may not converge. By following the trajectories, we obtain a method for exploring local minima of Φ. A singular perturbation analysis links our results with those concerning gradient systems.
In a Hilbert space setting, we consider new continuous gradient-like dynamical systems for constrained multiobjective optimization. This type of dynamics was first investigated by Cl. Henry, and B. Cornet, as a model of allocation of resources in economics. Based on the Yosida regularization of the discontinuous part of the vector field which governs the system, we obtain the existence of strong global trajectories. We prove a descent property for each objective function, and in the quasi-convex case, convergence of the trajectories to Pareto critical points. We give an interpretation of the dynamic in terms of Pareto equilibration for cooperative games. By time discretization, we make a link to recent studies of Svaiter et al. on the algorithm of steepest descent for multiobjective optimization.
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