×

Dynamical systems and forward-backward algorithms associated with the sum of a convex subdifferential and a monotone cocoercive operator. (English) Zbl 1345.34115

The authors investigate some continuous and discrete dynamics for solving inclusions of the form \[ \partial\Phi (x) + B(x)\ni 0, \] where \(\partial\Phi\) is the subdifferential of a convex lower semicontinuous function \(\Phi: H \rightarrow \mathbb{R}\cup \{ +\infty \}\), \(H\) is a Hilbert space and \(B: H\rightarrow H\) is a monotone cocoercive operator. Their analysis is based on the convergence properties of the orbits of the continuous dynamical systems \[ v(t)\in \partial\Phi (x(t)), \] and \[ \lambda x'(t)+v'(t)+v(t)+ B(x(t))=0,\;\lambda>0. \] By a discretization of the time \(t\) of the above systems, the authors give some convergence properties of the backward-forward (BF) algorithm. Some convergence properties of the orbits of the semigroup generated by \(-(\partial\Phi+B)\) are investigated. Finally, a link with the classical (FB) algorithm is given.

MSC:

34G25 Evolution inclusions
47J25 Iterative procedures involving nonlinear operators
49M37 Numerical methods based on nonlinear programming
90C53 Methods of quasi-Newton type

References:

[1] DOI: 10.1137/090754297 · Zbl 1218.47089 · doi:10.1137/090754297
[2] DOI: 10.1051/cocv/2010024 · Zbl 1230.34051 · doi:10.1051/cocv/2010024
[3] DOI: 10.1007/978-1-4419-9467-7 · Zbl 1218.47001 · doi:10.1007/978-1-4419-9467-7
[4] Zhu DL, J. Optim 6 pp 714– (1996)
[5] DOI: 10.1137/100784114 · Zbl 1229.34097 · doi:10.1137/100784114
[6] DOI: 10.1007/s10957-013-0414-5 · Zbl 1339.47080 · doi:10.1007/s10957-013-0414-5
[7] DOI: 10.1016/0022-1236(75)90027-0 · Zbl 0319.47041 · doi:10.1016/0022-1236(75)90027-0
[8] Antipin AS, Differ. Equ 30 pp 3246– (2010)
[9] DOI: 10.1023/B:JOTA.0000005445.21095.02 · Zbl 1055.90069 · doi:10.1023/B:JOTA.0000005445.21095.02
[10] DOI: 10.1007/s10957-012-0222-3 · Zbl 1290.90061 · doi:10.1007/s10957-012-0222-3
[11] Brézis H, Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert [Maximal monotone operators and semi-groups of contractions in Hilbert spaces] (1973)
[12] DOI: 10.1007/BF03007664 · Zbl 0352.47023 · doi:10.1007/BF03007664
[13] DOI: 10.1080/02331930412331327157 · Zbl 1153.47305 · doi:10.1080/02331930412331327157
[14] Attouch H, J. Convex Anal 3 pp 1– (1996)
[15] DOI: 10.1090/S0002-9904-1967-11761-0 · Zbl 0179.19902 · doi:10.1090/S0002-9904-1967-11761-0
[16] DOI: 10.1137/130910294 · Zbl 1295.90044 · doi:10.1137/130910294
[17] Baillon J-B, Houston J. Math 2 pp 5– (1976)
[18] DOI: 10.1016/0022-1236(78)90093-9 · Zbl 0386.47041 · doi:10.1016/0022-1236(78)90093-9
[19] Daniilidis A, Gradient dynamical systems, tame optimization and applications. Lecture notes, spring school on variational analysis (2009)
[20] DOI: 10.1137/0716071 · Zbl 0426.65050 · doi:10.1137/0716071
[21] DOI: 10.1007/s10107-011-0484-9 · Zbl 1260.49048 · doi:10.1007/s10107-011-0484-9
[22] Nesterov YE, Dokl. Akad. Nauk SSSR 269 pp 543– (1983)
[23] DOI: 10.1137/080716542 · Zbl 1175.94009 · doi:10.1137/080716542
[24] DOI: 10.1007/s11228-013-0245-4 · Zbl 1317.90261 · doi:10.1007/s11228-013-0245-4
[25] DOI: 10.1006/jdeq.1996.0104 · Zbl 0886.49024 · doi:10.1006/jdeq.1996.0104
[26] DOI: 10.1016/j.jde.2009.06.014 · Zbl 1190.37090 · doi:10.1016/j.jde.2009.06.014
[27] DOI: 10.1006/jfan.2001.3828 · Zbl 0999.34061 · doi:10.1006/jfan.2001.3828
[28] Bian W, Optimization (2013)
[29] DOI: 10.1051/cocv:2004005 · Zbl 1072.49004 · doi:10.1051/cocv:2004005
[30] Combettes PL, J. Convex Anal 13 pp 633– (2006)
[31] DOI: 10.1016/j.jde.2008.08.007 · Zbl 1169.34045 · doi:10.1016/j.jde.2008.08.007
[32] Hirstoaga SA, Approximation et résolution de problèmes d’équilibre, de point fixe et d’inclusion monotone [Approximation and numerical solution of equilibrium, fixed-point and monotone inclusion problems] [PhD thesis] (2006)
[33] DOI: 10.1137/110820300 · Zbl 1233.37063 · doi:10.1137/110820300
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.