A second order dynamical system method for solving a maximal comonotone inclusion problem

DOI10.1016/J.CNSNS.2024.108010arXiv2307.03596OpenAlexW4394824137WikidataQ126670584 ScholiaQ126670584MaRDI QIDQ6442967FDOQ6442967

Authors: Zengzhen Tan, Rong Hu, Ya Ping Fang 

Publication date: 7 July 2023

Abstract: In this paper a second order dynamical system model is proposed for computing a zero of a maximal comonotone operator in Hilbert spaces. Under mild conditions, we prove existence and uniqueness of a strong global solution of the proposed dynamical system. A proper tuning of the parameters can allow us to establish fast convergence properties of the trajectories generated by the dynamical system. The weak convergence of the trajectory to a zero of the maximal comonotone operator is also proved. Furthermore, a discrete version of the dynamical system is considered and convergence properties matching to that of the dynamical system are established under a same framework. Finally, the validity of the proposed dynamical system and its discrete version is demonstrated by two numerical examples.

Full work available at URL: https://doi.org/10.1016/j.cnsns.2024.108010

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Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Dynamical systems in optimization and economics (37N40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Cited In (1)

• Dynamical system related to primal-dual splitting projection methods

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