Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems
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forward-backward algorithmdynamical systemsmonotone inclusionsLyapunov analysisconstrained variational inequalitiespenalty schemes
Set-valued operators (47H04) Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational and other types of inclusions (47J22) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)
Abstract: We investigate the existence and uniqueness of (locally) absolutely continuous trajectories of a penalty term-based dynamical system associated to a constrained variational inequality expressed as a monotone inclusion problem. Relying on Lyapunov analysis and on the ergodic continuous version of the celebrated Opial Lemma we prove weak ergodic convergence of the orbits to a solution of the constrained variational inequality under investigation. If one of the operators involved satisfies stronger monotonicity properties, then strong convergence of the trajectories can be shown.
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Cited in
(22)- From convergence of dynamical equilibrium systems to bilevel hierarchical Ky Fan minimax inequalities and applications
- A gradient-like regularized dynamics for monotone equilibrium problems
- Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data
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- Splitting proximal with penalization schemes for additive convex hierarchical minimization problems
- A dynamical approach for the quantitative stability of parametric bilevel equilibrium problems and applications
- Convergence rates for forward-backward dynamical systems associated with strongly monotone inclusions
- Approaching nonsmooth nonconvex optimization problems through first order dynamical systems with hidden acceleration and Hessian driven damping terms
- Second order forward-backward dynamical systems for monotone inclusion problems
- A Novel Penalty Approach for Nonlinear Dynamic Optimization Problems With Inequality Path Constraints
- On regularized forward-backward dynamical systems associated with structured monotone inclusions
- A forward-backward dynamical approach to the minimization of the sum of a nonsmooth convex with a smooth nonconvex function
- Asymptotic behavior of nonautonomous monotone and subgradient evolution equations
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- A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities
- Second-order dynamical systems associated to variational inequalities
- Penalty schemes with inertial effects for monotone inclusion problems
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