VISCOSITY SOLUTIONS OF MINIMIZATION PROBLEMS

Authors
Citation
H. Attouch, VISCOSITY SOLUTIONS OF MINIMIZATION PROBLEMS, SIAM journal on optimization, 6(3), 1996, pp. 769-806
Citations number
59
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
10526234
Volume
6
Issue
3
Year of publication
1996
Pages
769 - 806
Database
ISI
SICI code
1052-6234(1996)6:3<769:VSOMP>2.0.ZU;2-W
Abstract
Viscosity methods for minimization problems are revisited-from some mo dern perspectives in variational analysis. Variational convergences fo r sequences of functions (epi-convergence, Gamma-convergence, Mosco-co nvergence) and for sequences of operators (graph-convergence) provide a flexible tool for such questions. It is proved, in a rather large se tting, that the solutions of the approximate problems converge to a '' viscosity solution'' of the original problem, that is, a solution that is minimal among all the solutions with respect to some viscosity cri teria. Various examples coming from mathematical programming, calculus of variations, semicoercive elliptic equations, phase transition theo ry, Hamilton-Jacobi equations, singular perturbations, and optimal con trol theory are considered.