English

Second order splitting dynamics with vanishing damping for additively structured monotone inclusions

Optimization and Control 2022-01-05 v1 Dynamical Systems

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 AA and a cocoercive operator BB. 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 BB and backward evaluations of AA. A proper tuning of the system parameters ensures the weak convergence of the trajectories to the set of zeros of A+BA + B, 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.

Keywords

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}
}
R2 v1 2026-06-24T08:39:31.397Z