Second order dynamical systems with penalty terms associated to monotone inclusions

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Abstract

In this paper, we investigate in a Hilbert space setting a second-order dynamical system of the form (formula presented) are step size, penalization and, respectively, damping functions, all depending on time. We show the existence and uniqueness of strong global solutions in the framework of the Cauchy-Lipschitz-Picard Theorem and prove ergodic asymptotic convergence for the generated trajectories to a zero of the operator A + D + NC, where C = zerB and NC denotes the normal cone operator of C. To this end, we use Lyapunov analysis combined with the celebrated Opial Lemma in its ergodic continuous version. Furthermore, we show strong convergence for trajectories to the unique zero of A + D + NC, provided that A is a strongly monotone operator.

Original languageEnglish
Pages (from-to)601-622
Number of pages22
JournalAnalysis and Applications
Volume16
Issue number5
Early online date26 Feb 2018
DOIs
Publication statusPublished - Sept 2018

Austrian Fields of Science 2012

  • 101002 Analysis
  • 101027 Dynamical systems

Keywords

  • Dynamical systems
  • FORWARD-BACKWARD
  • INEQUALITIES
  • Lyapunov analysis
  • OPTIMIZATION
  • PENALIZATION SCHEME
  • monotone inclusions
  • penalty schemes

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