Second-order dynamical systems with penalty terms associated to monotone inclusions

DOI10.1142/S0219530518500021zbMATH Open1395.34069arXiv1701.05246OpenAlexW2580562385MaRDI QIDQ5375967FDOQ5375967

Authors: Radu I. Boţ, Ernö Robert Csetnek, Szilárd László 

Publication date: 17 September 2018

Published in: Analysis and Applications (Search for Journal in Brave)

Abstract: In this paper we investigate in a Hilbert space setting a second order dynamical system of the form ${\displaystyle }$ddot{x}(t)+g(t)dot{x}(t)+x(t)-J_{lambda(t) A}�ig(x(t)-lambda(t) D(x(t))-lambda(t)�eta(t)B(x(t))�ig)=0,${\displaystyle }$ where $A:mathcalHotomathcalH$ is a maximal monotone operator, $J_{lambda(t)A}:mathcalHTomathcalH$ is the resolvent operator of $lambda(t)A$ and $D,B:mathcalHightarrowmathcalH$ are cocoercive operators, and $$, and $gamma:[0,+infty)ightarrow(0,+infty)$ are step size, penalization and, respectively, damping functions, all depending on time. We show the existence and uniqueness of strong global solutions in the framework of the Cauchy-Lipschitz-Picard Theorem and prove ergodic asymptotic convergence for the generated trajectories to a zero of the operator $A+D+N_C,$ where $C=zerB$ and $N_C$ denotes the normal cone operator of $C$. To this end we use Lyapunov analysis combined with the celebrated Opial Lemma in its ergodic continuous version. Furthermore, we show strong convergence for trajectories to the unique zero of $A+D+N_C$, provided that $A$ is a strongly monotone operator.

Full work available at URL: https://arxiv.org/abs/1701.05246

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zbMATH Keywords

dynamical systemsmonotone inclusionsLyapunov analysispenalty schemes

Mathematics Subject Classification ID

Convex programming (90C25) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Evolution inclusions (34G25)

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Cited In (6)

• On the convergence of a class of inertial dynamical systems with Tikhonov regularization
• Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics
• Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
• Second order forward-backward dynamical systems for monotone inclusion problems
• On the first- and second-order strongly monotone dynamical systems and minimization problems
• Second-order dynamical systems associated to variational inequalities

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