In this work, we introduce and study the controllability of the trajectories of a linear dynamical system, which can be used to solve the minimization of a quadratic function in finite dimension. We named this dynamical system the controlled quadratic gradient flow. Finally, we introduce what we call the controlled quadratic gradient descent and the controlled proximity operator, which are respectively the Euler explicit and implicit discretization of the controlled gradient flow.

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Controlled Optimization of Quadratic Functions in  \(\mathbb {R}^n\)

  • Jean-Jacques Godeme

摘要

In this work, we introduce and study the controllability of the trajectories of a linear dynamical system, which can be used to solve the minimization of a quadratic function in finite dimension. We named this dynamical system the controlled quadratic gradient flow. Finally, we introduce what we call the controlled quadratic gradient descent and the controlled proximity operator, which are respectively the Euler explicit and implicit discretization of the controlled gradient flow.