Second order splitting dynamics with vanishing damping for additively structured monotone inclusions

DOI10.1007/S10884-022-10160-3MaRDI QIDQ6196004zbMATH OpenOpenAlexWikidataFDO

Authors Radu I. Boţ, David Alexander Hulett

Publication date 14 March 2024

Published in Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2201.01017

zbMATH Keywords

monotone inclusionsvanishing viscositysplitting systemasymptotic stabilizationLyapunov analysisdamped inertial dynamics

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Management decision making, including multiple objectives (90B50) Dynamical systems in optimization and economics (37N40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Abstract: In the framework of a real Hilbert space, we address the problem of finding the zeros of the sum of a maximally monotone operator $A$ and a cocoercive operator $B$. We study the asymptotic behaviour of the trajectories generated by a second order equation with vanishing damping, attached to this problem, and governed by a time-dependent forward-backward-type operator. This is a splitting system, as it only requires forward evaluations of $B$ and backward evaluations of $A$. A proper tuning of the system parameters ensures the weak convergence of the trajectories to the set of zeros of $A+B$, as well as fast convergence of the velocities towards zero. A particular case of our system allows to derive fast convergence rates for the problem of minimizing the sum of a proper, convex and lower semicontinuous function and a smooth and convex function with Lipschitz continuous gradient. We illustrate the theoretical outcomes by numerical experiments.

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Cited in

(3)

• A modified Tseng splitting method with double inertial steps for solving monotone inclusion problems
• Fast continuous dynamics inside the graph of subdifferentials of nonsmooth convex functions
• A second order dynamical system method for solving a maximal comonotone inclusion problem

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