Asymptotic behavior of gradient-like dynamical systems involving inertia and multiscale aspects

DOI10.1016/J.JDE.2016.11.009zbMATH Open1375.37188arXiv1602.00232OpenAlexW2963301652MaRDI QIDQ729969FDOQ729969

Marc-Olivier Czarnecki, Hédy Attouch

Publication date: 22 December 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: In a Hilbert space $mathcalH$, we study the asymptotic behaviour, as time variable $t$ goes to $+infty$, of nonautonomous gradient-like dynamical systems involving inertia and multiscale features. Given $mathcalH$ a general Hilbert space, $Phi:mathcalHightarrowmathbbR$ and $Psi:mathcalHightarrowmathbbR$ two convex differentiable functions, $gamma$ a positive damping parameter, and $epsilon(t)$ a function of $t$ which tends to zero as $t$ goes to $+infty$, we consider the second-order differential equation ${\displaystyle }$ddot{x}(t) + gamma dot{x}(t) +

abla Phi (x(t)) + epsilon (t)

abla Psi (x(t)) = 0. ${\displaystyle }$ This system models the emergence of various collective behaviors in game theory, as well as the asymptotic control of coupled nonlinear oscillators. Assuming that $epsilon(t)$ tends to zero moderately slowly as $t$ goes to infinity, we show that the trajectories converge weakly in $mathcalH$. The limiting equilibria are solutions of the hierarchical minimization problem which consists in minimizing $Psi$ over the set $C$ of minimizers of $Phi$. As key assumptions, we suppose that $in{t}_0^{+infty}epsilon(t)dt=+infty$ and that, for every $p$ belonging to a convex cone $mathcalC$ depending on the data $Phi$ and $Psi$ ${\displaystyle }$ int_{0}^{+infty} left[Phi^* left(epsilon (t)p ight) -sigma_C left(epsilon (t)p ight) ight]dt < + infty ${\displaystyle }$ where $Ph{i}^{*}$ is the Fenchel conjugate of $Phi$, and $sigm{a}_C$ is the support function of $C$. An application is given to coupled oscillators.

Full work available at URL: https://arxiv.org/abs/1602.00232

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zbMATH Keywords

convex optimizationLyapunov analysishierarchical minimizationasymptotic controlinertial gradient dynamicsweakly coupled wave equations

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)

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Cited In (16)

• Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution
• Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data
• An inertial proximal-gradient penalization scheme for constrained convex optimization problems
• Convex optimization via inertial algorithms with vanishing Tikhonov regularization: fast convergence to the minimum norm solution
• Practical perspectives on symplectic accelerated optimization
• Second-order dynamical systems with penalty terms associated to monotone inclusions
• Levenberg-Marquardt dynamics associated to variational inequalities
• Accelerated Iterative Regularization via Dual Diagonal Descent
• A forward–backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming
• Asymptotic Control of Pairs of Oscillators Coupled by a Repulsion, with Nonisolated Equilibria II: The Singular Case
• Accelerated gradient methods combining Tikhonov regularization with geometric damping driven by the Hessian
• Second order forward-backward dynamical systems for monotone inclusion problems
• The heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories
• Fast convergence of inertial gradient dynamics with multiscale aspects
• Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations
• A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities

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