Levenberg-Marquardt dynamics associated to variational inequalities

DOI10.1007/S11228-017-0409-8MaRDI QIDQ1679591zbMATH OpenOpenAlexWikidataFDO

Authors Radu I. Boţ, Ernö Robert Csetnek

Publication date 9 November 2017

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1603.04460

zbMATH Keywords

convex optimizationvariational inequalitiesnonautonomous systemsLyapunov analysisLevenberg-Marquardt dynamicspenalization techniquesregularized Newton-like dynamics

Mathematics Subject Classification ID

Convex programming (90C25) Nonautonomous smooth dynamical systems (37C60) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Evolution inclusions (34G25)

Abstract: In connection with the optimization problem ${\displaystyle }$inf_{xin argmin Psi}{Phi(x)+Theta(x)},${\displaystyle }$ where $Phi$ is a proper, convex and lower semicontinuous function and $Theta$ and $Psi$ are convex and smooth functions defined on a real Hilbert space, we investigate the asymptotic behavior of the trajectories of the nonautonomous Levenberg-Marquardt dynamical system �egin{equation*}left{ �egin{array}{ll} v(t)inpartialPhi(x(t))\ lambda(t)dot x(t) + dot v(t) + v(t) +

abla Theta(x(t))+�eta(t)

abla Psi(x(t))=0, end{array} ight.end{equation*} where $lambda$ and $$ are functions of time controlling the velocity and the penalty term, respectively. We show weak convergence of the generated trajectory to an optimal solution as well as convergence of the objective function values along the trajectories, provided $lambda$ is monotonically decreasing, $$ satisfies a growth condition and a relation expressed via the Fenchel conjugate of $Psi$ is fulfilled. When the objective function is assumed to be strongly convex, we can even show strong convergence of the trajectories.

Recommendations

• Second-order dynamical systems associated to variational inequalities
• The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities
• A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities
• Newton-like dynamics associated to nonconvex optimization problems
• The heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories

Cites work

• scientific article; zbMATH DE number 1807400 (Why is no real title available?)
• scientific article; zbMATH DE number 1182386 (Why is no real title available?)
• scientific article; zbMATH DE number 3398324 (Why is no real title available?)
• A Tseng's type penalty scheme for solving inclusion problems involving linearly composed and parallel-sum type monotone operators
• A continuous dynamical Newton-like approach to solving monotone inclusions
• An asymptotic viscosity selection result for the regularized Newton dynamic
• Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems
• Asymptotic behavior of coupled dynamical systems with multiscale aspects
• Asymptotic behavior of gradient-like dynamical systems involving inertia and multiscale aspects
• Asymptotic behavior of nonautonomous monotone and subgradient evolution equations
• Asymptotic behavior of second-order dissipative evolution equations combining potential with non-potential effects
• Asymptotic control and stabilization of nonlinear oscillators with non-isolated equilibria
• Backward penalty schemes for monotone inclusion problems
• Conjugate duality in convex optimization
• Convex analysis and monotone operator theory in Hilbert spaces
• Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities
• Coupling the gradient method with a general exterior penalization scheme for convex minimization
• Forward-backward and Tseng's type penalty schemes for monotone inclusion problems
• Forward-backward penalty scheme for constrained convex minimization without inf-compactness
• Newton-like dynamics and forward-backward methods for structured monotone inclusions in Hilbert spaces
• Prox-penalization and splitting methods for constrained variational problems
• Second-order dynamical systems associated to variational inequalities

Cited in

(5)

• A continuous dynamical splitting method for solving ‘strongly+weakly’ convex programming problems
• Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data
• An inertial proximal-gradient penalization scheme for constrained convex optimization problems
• Dynamics and variational inequalities
• A dynamical splitting method for minimizing the sum of three convex functions

This page was built for publication: Levenberg-Marquardt dynamics associated to variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1679591)