Second order forward-backward dynamical systems for monotone inclusion problems
Abstract
We begin by considering second order dynamical systems of the from , where is a cocoercive operator defined on a real Hilbert space , is a relaxation function and 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 . 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 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 .
Cite
@article{arxiv.1503.04652,
title = {Second order forward-backward dynamical systems for monotone inclusion problems},
author = {Radu Ioan Bot and Ernö Robert Csetnek},
journal= {arXiv preprint arXiv:1503.04652},
year = {2016}
}