Second order forward-backward dynamical systems for monotone inclusion problems

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Abstract: We begin by considering second order dynamical systems of the from ddotx(t)+gamma(t)dotx(t)+lambda(t)B(x(t))=0, where B:calHightarrowcalH is a cocoercive operator defined on a real Hilbert space calH, lambda:[0,+infty)ightarrow[0,+infty) is a relaxation function and gamma:[0,+infty)ightarrow[0,+infty) a damping function, both depending on time. For the generated trajectories, we show existence and uniqueness of the generated trajectories as well as their weak asymptotic convergence to a zero of the operator B. The framework allows to address from similar perspectives second order dynamical systems associated with the problem of finding zeros of the sum of a maximally monotone operator and a cocoercive one. This captures as particular case the minimization of the sum of a nonsmooth convex function with a smooth convex one. Furthermore, we prove that when B is the gradient of a smooth convex function the value of the latter converges along the ergodic trajectory to its minimal value with a rate of calO(1/t).




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