Continuous dynamics related to monotone inclusions and non-smooth optimization problems

DOI10.1007/S11228-020-00548-YzbMATH Open1471.34123OpenAlexW3043520642MaRDI QIDQ829490FDOQ829490

Authors Ernö Robert Csetnek

Publication date 6 May 2021

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.00460

zbMATH Keywords

forward-backward algorithmdynamical systemsresolventproximal operatormonotone inclusionsLyapunov analysisnon-smooth optimization problemKurdyka-Łojasiewicz propertyKrasnosel'skiĭ-Mann algorithm

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Asymptotic properties of solutions to ordinary differential equations (34D05) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25) Programming in abstract spaces (90C48) Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02) Evolution inclusions (34G25)

Abstract: The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems. The differential equations are expressed by means of the resolvent (in case of a maximally monotone set valued operator) or the proximal operator for non-smooth functions. The asymptotic analysis of the trajectories generated relies on Lyapunov theory, where the appropriate energy functional plays a decisive role. While the most part of the paper is related to monotone inclusions and convex optimization problems in the variational case, we present also results for dynamical systems for solving non-convex optimization problems, where the Kurdyka-Lojasiewicz property is used.

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Cited in

(13)

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Uses Software

• iPiano

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