Session II.2 - Continuous Optimization
Poster
A second order system attached to a monotone inclusion problem
David Alexander Hulett
University of Vienna, Austria - david.alexander.hulett@univie.ac.at
In the setting of a real Hilbert space, we investigate the asymptotic properties of the trajectories generated by a second order dynamical system. As the time variable approaches infinity, a fast rate of convergence of order O(1tτβ(t)) is exhibited by ‖, where z(t) denotes the generated trajectory, \tau is a nonnegative number and \beta(t) is a nondecreasing function which fulfills a growth condition. At least in one case, we are able to show the weak convergence of z(t) to a zero of V.
Our approach combines features of two systems already present in the literature. On the one hand, by combining a vanishing damping term with the time derivative of V along the trajectory, it bears resemblance with the fast OGDA system (Bot, Csetnek & Nguyen 2022). At the same time, by introducing two parameters r and s in [0, 1], our system admits, through a particular choice for V, similar dynamics to those developed for a linear constrained convex optimization problem in (He, Hu & Fang 2022).
Joint work with Radu Ioan Bot (University of Vienna) and Dang-Khoa Nguyen (University of Vienna).