Second order splitting dynamics with vanishing damping for additively structured monotone inclusions
Abstract
In the framework of a real Hilbert space, we address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator . We study the asymptotic behaviour of the trajectories generated by a second order equation with vanishing damping, attached to this problem, and governed by a time-dependent forward-backward-type operator. This is a splitting system, as it only requires forward evaluations of and backward evaluations of . A proper tuning of the system parameters ensures the weak convergence of the trajectories to the set of zeros of , as well as fast convergence of the velocities towards zero. A particular case of our system allows to derive fast convergence rates for the problem of minimizing the sum of a proper, convex and lower semicontinuous function and a smooth and convex function with Lipschitz continuous gradient. We illustrate the theoretical outcomes by numerical experiments.
Cite
@article{arxiv.2201.01017,
title = {Second order splitting dynamics with vanishing damping for additively structured monotone inclusions},
author = {Radu Ioan Bot and David Alexander Hulett},
journal= {arXiv preprint arXiv:2201.01017},
year = {2022}
}