Dynamical system related to primal-dual splitting projection methods (Q6142325)

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scientific article; zbMATH DE number 7781544
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Dynamical system related to primal-dual splitting projection methods
scientific article; zbMATH DE number 7781544

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    Dynamical system related to primal-dual splitting projection methods (English)
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    21 December 2023
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    In this paper, the authors study the existence, uniqueness and extendability of solutions of a dynamical system related to the problem of finding zeros of the sum of two maximally monotone operators in a Hilbert space: finding \(p\in H\) such that \[0\in Ap+L^*BLp,\] where \(A:H\to H\) and \(B:G\to G\) are two maximally monotone operators, \(L:H\to G\) is a linear and bounded operator and \(H,G\) are two Hilbert spaces, as well as its dual form: finding \(v^*\in G\) such that \[0\in -LA^{-1}(-L^*v^*)+B^{-1}v^*.\] They prove that the trajectories of the proposed dynamical system converge strongly to a primal-dual solution of the considered problem. Under explicit time discretization of the dynamical system, they also obtain a best approximation algorithm for solving coupled monotone inclusion problem.
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    autonomous ordinary differential equations
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    locally Lipschitz vector field
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    existence and uniqueness of solutions
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    extendability of solutions
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    projected dynamical systems
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