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

DOI10.1142/S0219530518500021MaRDI QIDQ5375967zbMATH OpenOpenAlexFDO

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

Publication date 17 September 2018

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

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

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)

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.

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Cited in

(9)

• Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
• Second order forward-backward dynamical systems for monotone inclusion problems
• Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics
• A second order dynamical system method for solving a maximal comonotone inclusion problem
• On the convergence of a class of inertial dynamical systems with Tikhonov regularization
• Second order splitting dynamics with vanishing damping for additively structured monotone inclusions
• On the first- and second-order strongly monotone dynamical systems and minimization problems
• Second order dynamical systems governed by maximally monotone operators: quantitative stability
• Second-order dynamical systems associated to variational inequalities

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