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具有消失阻尼的二阶分裂动力学用于加法结构单调包含问题

Second Order Splitting Dynamics with Vanishing Damping for Additively Structured Monotone Inclusions.

作者信息

Boţ Radu Ioan, Hulett David Alexander

机构信息

Faculty of Mathematics, University of Vienna, Vienna, Austria.

出版信息

J Dyn Differ Equ. 2024;36(1):727-756. doi: 10.1007/s10884-022-10160-3. Epub 2022 Apr 19.

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.

摘要

在实希尔伯特空间的框架下,我们研究寻找极大单调算子与余强制算子之和的零点的问题。我们研究与此问题相关的、由一个带消失阻尼的二阶方程生成的轨迹的渐近行为,该方程由一个依赖于时间的前向 - 后向型算子控制。这是一个分裂系统,因为它只需要对 进行前向求值以及对 进行后向求值。对系统参数进行适当调整可确保轨迹弱收敛到 的零点集,以及速度快速收敛到零。我们系统的一个特殊情况允许为最小化一个恰当、凸且下半连续函数与一个具有利普希茨连续梯度的光滑凸函数之和的问题推导出快速收敛速率。我们通过数值实验来说明理论结果。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/ecb1/10901952/9c35c83b6f6d/10884_2022_10160_Fig1_HTML.jpg

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