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Convergence rates for forward-backward dynamical systems associated with strongly monotone inclusions
- Publication Year :
- 2015
- Publisher :
- arXiv, 2015.
-
Abstract
- We investigate the convergence rates of the trajectories generated by implicit first and second order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space. We show that these trajectories strongly converge with exponential rate to a zero of the sum, provided the latter is strongly monotone. We derive from here convergence rates for the trajectories generated by dynamical systems associated to the minimization of the sum of a proper, convex and lower semicontinuous function with a smooth convex one provided the objective function fulfills a strong convexity assumption. In the particular case of minimizing a smooth and strongly convex function, we prove that its values converge along the trajectory to its minimum value with exponential rate, too.<br />Comment: arXiv admin note: text overlap with arXiv:1503.04652
- Subjects :
- Dynamical systems theory
0211 other engineering and technologies
Monotonic function
02 engineering and technology
Dynamical Systems (math.DS)
01 natural sciences
Convexity
FOS: Mathematics
Applied mathematics
34G25, 47J25, 47H05, 90C25
Mathematics - Dynamical Systems
0101 mathematics
10. No inequality
Mathematics - Optimization and Control
Mathematics
021103 operations research
Applied Mathematics
010102 general mathematics
Strongly monotone
Lipschitz continuity
Exponential function
Functional Analysis (math.FA)
Mathematics - Functional Analysis
Monotone polygon
Optimization and Control (math.OC)
Convex function
Analysis
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....069a5445dd2d715b22b176733cda8bc1
- Full Text :
- https://doi.org/10.48550/arxiv.1504.01863