Revista Matemática Iberoamericana

The $\varepsilon$-strategy in variational analysis: illustration with the closed convexification of a function

Jean-Baptiste Hiriart-Urruty , Marco A. López , and Michel Volle
Source: Rev. Mat. Iberoamericana Volume 27, Number 2 (2011), 449-474.

Abstract

In this work, we concentrate our interest and efforts on general variational (or optimization) problems which do not have solutions necessarily, but which do have approximate solutions (or solutions within $\varepsilon > 0$). We shall see how to recover all the (exact) minimizers of the relaxed version of the original problem (by closed-convexification of the objective function) in terms of the $\varepsilon $-minimizers of the original problem. Applications to two approximation problems in a Hilbert space setting will be shown.

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Primary Subjects: 90C48, 90C46
Secondary Subjects: 49N15, 90C25
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Permanent link to this document: http://projecteuclid.org/euclid.rmi/1307713034
Zentralblatt MATH identifier: 05936698
Mathematical Reviews number (MathSciNet): MR2848527

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Revista Matemática Iberoamericana

Revista Matemática Iberoamericana