涉及势项和非势项和的类牛顿惯性动力学的渐近行为

Adly, Samir, Attouch, Hedy, Vo, Van Nam
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引用次数: 5

摘要

在Hilbert空间$\mathcal{H}$中,我们研究了一种动态惯性牛顿法,其目的是求解包含势项和非势项和的加性结构单调方程。确切地说,我们正在寻找一个算子$A= \nabla f +B $的零点,其中∇f是一个连续可微凸函数f的梯度,而B是一个非势单调和coercive算子。除了粘性摩擦项外,动力学还涉及几何阻尼项,它们分别由势f的Hessian和附加在b上的牛顿型修正项控制。基于不动点论证,我们证明了柯西问题的适定性。然后我们将生成的轨迹向$\nabla f +B$零点的弱收敛性表示为$t\to +\infty $。收敛分析是建立在适当设置粘性和几何阻尼参数的基础上的。这些几何阻尼的引入使得控制和衰减已知的惯性方法的粘性阻尼振荡成为可能。将二阶演化方程改写为一阶动力系统,使我们能够将收敛分析扩展到非光滑凸势。这些结果为考虑势项和非势项的特定性质的一阶优化加速算法的设计打开了大门。由于非势项的存在,证明和技术是原创的,与经典的证明和技术不同。
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Asymptotic behavior of Newton-like inertial dynamics involving the sum of potential and nonpotential terms
In a Hilbert space $\mathcal{H}$ , we study a dynamic inertial Newton method which aims to solve additively structured monotone equations involving the sum of potential and nonpotential terms. Precisely, we are looking for the zeros of an operator $A= \nabla f +B $ , where ∇f is the gradient of a continuously differentiable convex function f and B is a nonpotential monotone and cocoercive operator. Besides a viscous friction term, the dynamic involves geometric damping terms which are controlled respectively by the Hessian of the potential f and by a Newton-type correction term attached to B. Based on a fixed point argument, we show the well-posedness of the Cauchy problem. Then we show the weak convergence as $t\to +\infty $ of the generated trajectories towards the zeros of $\nabla f +B$ . The convergence analysis is based on the appropriate setting of the viscous and geometric damping parameters. The introduction of these geometric dampings makes it possible to control and attenuate the known oscillations for the viscous damping of inertial methods. Rewriting the second-order evolution equation as a first-order dynamical system enables us to extend the convergence analysis to nonsmooth convex potentials. These results open the door to the design of new first-order accelerated algorithms in optimization taking into account the specific properties of potential and nonpotential terms. The proofs and techniques are original and differ from the classical ones due to the presence of the nonpotential term.
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Fixed Point Theory and Applications
Fixed Point Theory and Applications MATHEMATICS, APPLIED-MATHEMATICS
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期刊介绍: In a wide range of mathematical, computational, economical, modeling and engineering problems, the existence of a solution to a theoretical or real world problem is equivalent to the existence of a fixed point for a suitable map or operator. Fixed points are therefore of paramount importance in many areas of mathematics, sciences and engineering. The theory itself is a beautiful mixture of analysis (pure and applied), topology and geometry. Over the last 60 years or so, the theory of fixed points has been revealed as a very powerful and important tool in the study of nonlinear phenomena. In particular, fixed point techniques have been applied in such diverse fields as biology, chemistry, physics, engineering, game theory and economics. In numerous cases finding the exact solution is not possible; hence it is necessary to develop appropriate algorithms to approximate the requested result. This is strongly related to control and optimization problems arising in the different sciences and in engineering problems. Many situations in the study of nonlinear equations, calculus of variations, partial differential equations, optimal control and inverse problems can be formulated in terms of fixed point problems or optimization.
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