Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems

DOI10.1016/J.JMAA.2015.11.032zbMATH Open1329.49014arXiv1503.01871OpenAlexW2963785148MaRDI QIDQ898886FDOQ898886

Authors: Radu I. Boţ, Ernö Robert Csetnek 

Publication date: 21 December 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1503.01871

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zbMATH Keywords

forward-backward algorithmdynamical systemsmonotone inclusionsLyapunov analysisconstrained variational inequalitiespenalty schemes

Mathematics Subject Classification ID

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)

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Cited In (22)

• 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
• An inertial proximal-gradient penalization scheme for constrained convex optimization problems
• Second-order dynamical systems with penalty terms associated to monotone inclusions
• Levenberg-Marquardt dynamics associated to variational inequalities
• On the convergence of gradient-like flows with noisy gradient input
• 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
• Approaching nonsmooth nonconvex minimization through second-order proximal-gradient dynamical systems
• 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
• A forward-backward-forward differential equation and its asymptotic properties
• A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities
• Penalty approximation for dynamical systems submitted to multiple non-smooth constraints
• Second-order dynamical systems associated to variational inequalities
• Penalty schemes with inertial effects for monotone inclusion problems
• From convergence of dynamical equilibrium systems to bilevel hierarchical Ky Fan minimax inequalities and applications

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