THE HEAVY BALL WITH FRICTION METHOD, I. THE CONTINUOUS DYNAMICAL SYSTEM: GLOBAL EXPLORATION OF THE LOCAL MINIMA OF A REAL-VALUED FUNCTION BY ASYMPTOTIC ANALYSIS OF A DISSIPATIVE DYNAMICAL SYSTEM

Abstract

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.