English

Second order dynamical systems associated to variational inequalities

Optimization and Control 2016-02-18 v3 Dynamical Systems

Abstract

We investigate the asymptotic convergence of the trajectories generated by the second order dynamical system x¨(t)+γx˙(t)+ϕ(x(t))+β(t)ψ(x(t))=0\ddot x(t) + \gamma\dot x(t) + \nabla \phi(x(t))+\beta(t)\nabla \psi(x(t))=0, where ϕ,ψ:HR\phi,\psi:{\cal H}\rightarrow \R are convex and smooth functions defined on a real Hilbert space H{\cal H}, γ>0\gamma>0 and β\beta is a function of time which controls the penalty term. We show weak convergence of the trajectories to a minimizer of the function ϕ\phi over the (nonempty) set of minima of ψ\psi as well as convergence for the objective function values along the trajectories, provided a condition expressed via the Fenchel conjugate of ψ\psi is fulfilled. When the function ϕ\phi is assumed to be strongly convex, we can even show strong convergence of the trajectories. The results can be seen as the second order counterparts of the ones given by Attouch and Czarnecki (Journal of Differential Equations 248(6), 1315--1344, 2010) for first order dynamical systems associated to constrained variational inequalities. At the same time we give a positive answer to an open problem posed in \cite{att-cza-16} by the same authors.

Keywords

Cite

@article{arxiv.1512.04702,
  title  = {Second order dynamical systems associated to variational inequalities},
  author = {Radu Ioan Bot and Ernö Robert Csetnek},
  journal= {arXiv preprint arXiv:1512.04702},
  year   = {2016}
}
R2 v1 2026-06-22T12:10:02.745Z