A forward-backward-forward differential equation and its asymptotic properties

zbMATH Open1400.34102arXiv1503.07728MaRDI QIDQ4642610FDOQ4642610

Authors: Sebastian Banert, Radu I. Boţ 

Publication date: 23 May 2018

Abstract: In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with nonconstant relaxation parameters and stepsizes of the resolvents. Besides proving existence and uniqueness of strong global solutions for the differential equation under consideration, we show weak convergence of the generated trajectories and, under strong monotonicity assumptions, strong convergence with exponential rate. In the particular setting of minimizing the sum of a proper, convex and lower semicontinuous function with a smooth convex one, we provide a rate for the convergence of the objective function along the ergodic trajectory to its minimum value.

Full work available at URL: https://arxiv.org/abs/1503.07728

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zbMATH Keywords

convex optimizationmonotone inclusionsLyapunov analysiscontinuous forward-backward-forward methodImplicit dynamical system

Mathematics Subject Classification ID

Convex programming (90C25) Theoretical approximation of solutions to ordinary differential equations (34A45) Monotone operators and generalizations (47H05) Evolution inclusions (34G25)

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Cited In (18)

• A gradient-like regularized dynamics for monotone equilibrium problems
• Continuous dynamics related to monotone inclusions and non-smooth optimization problems
• Inducing strong convergence of trajectories in dynamical systems associated to monotone inclusions with composite structure
• The forward-backward-forward method from continuous and discrete perspective for pseudo-monotone variational inequalities in Hilbert spaces
• A primal-dual dynamical approach to structured convex minimization problems
• Shadow Douglas-Rachford splitting for monotone inclusions
• Convergence rates for forward-backward dynamical systems associated with strongly monotone inclusions
• Approaching nonsmooth nonconvex optimization problems through first order dynamical systems with hidden acceleration and Hessian driven damping terms
• Golden ratio algorithms for variational inequalities
• Convergence rates for boundedly regular systems
• A forward-backward dynamical approach for nonsmooth problems with block structure coupled by a smooth function
• Asymptotic behavior of dynamical system governed by monotone operators and applications
• Dynamical system for solving bilevel variational inequalities
• Forward-backward-half forward dynamical systems for monotone inclusion problems with application to v-GNE
• A dynamical approach to two-block separable convex optimization problems with linear constraints
• On regularized forward-backward dynamical systems associated with structured monotone inclusions
• A forward-backward-forward algorithm for solving quasimonotone variational inequalities
• A forward-backward dynamical approach to the minimization of the sum of a nonsmooth convex with a smooth nonconvex function

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