English

Second order forward-backward dynamical systems for monotone inclusion problems

Optimization and Control 2016-03-10 v2 Dynamical Systems Functional Analysis

Abstract

We begin by considering second order dynamical systems of the from x¨(t)+γ(t)x˙(t)+λ(t)B(x(t))=0\ddot x(t) + \gamma(t)\dot x(t) + \lambda(t)B(x(t))=0, where B:HHB: {\cal H}\rightarrow{\cal H} is a cocoercive operator defined on a real Hilbert space H{\cal H}, λ:[0,+)[0,+)\lambda:[0,+\infty)\rightarrow [0,+\infty) is a relaxation function and γ:[0,+)[0,+)\gamma:[0,+\infty)\rightarrow [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 BB. 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 BB 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 O(1/t){\cal O}(1/t).

Keywords

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}
}
R2 v1 2026-06-22T08:54:03.705Z