Newton-Like Dynamics and Forward-Backward Methods for Structured Monotone Inclusions in Hilbert Spaces

摘要

In a Hilbert space setting we introduce dynamical systems, which are linked to Newton and Levenberg-Marquardt methods. They are intended to solve, by splittingmethods, inclusions governed by structured monotone operatorsM = A+B, where A is a general maximal monotone operator, and B is monotone and locally Lipschitz continuous. Based on the Minty representation of A as a Lipschitz manifold, we show that these dynamics can be formulated as differential systems, which are relevant to the Cauchy-Lipschitz theorem, and involve separately B and the resolvents of A. In the convex subdifferential case, by using Lyapunov asymptotic analysis, we prove a descent minimizing property and weak convergence to equilibria of the trajectories. Time discretization of these dynamics gives algorithms combining Newton's method and forward-backward methods for solving structured monotone inclusions.