Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems
Optimization and Control
2015-03-09 v1 Dynamical Systems
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.
Cite
@article{arxiv.1503.01871,
title = {Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems},
author = {Radu Ioan Bot and Ernö Robert Csetnek},
journal= {arXiv preprint arXiv:1503.01871},
year = {2015}
}
Comments
arXiv admin note: text overlap with arXiv:1306.0352