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Convergence rates for forward-backward dynamical systems associated with strongly monotone inclusions

机译:与...相关的前后动力系统的收敛速度   强烈的单调内含物

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摘要

We investigate the convergence rates of the trajectories generated byimplicit first and second order dynamical systems associated to thedetermination of the zeros of the sum of a maximally monotone operator and amonotone and Lipschitz continuous one in a real Hilbert space. We show thatthese trajectories strongly converge with exponential rate to a zero of thesum, provided the latter is strongly monotone. We derive from here convergencerates for the trajectories generated by dynamical systems associated to theminimization of the sum of a proper, convex and lower semicontinuous functionwith a smooth convex one provided the objective function fulfills a strongconvexity assumption. In the particular case of minimizing a smooth andstrongly convex function, we prove that its values converge along thetrajectory to its minimum value with exponential rate, too.
机译:我们研究了由隐式的一阶和二阶动力学系统产生的轨迹的收敛速度,该系统与确定一个真正的希尔伯特空间中的最大单调算子和单调算子之和的零和Lipschitz连续一个之和的零相关。我们表明,如果轨迹是强单调的,则这些轨迹以指数速率强烈收敛到零。如果目标函数满足强凸性假设,则我们从此处导出由动力学系统生成的轨迹的收敛率,该轨迹与将适当的,凸的和较低的半连续函数与光滑的凸函数之和最小化相关。在最小化光滑和强凸函数的特殊情况下,我们证明了它的值也以指数速率沿着轨迹收敛到其最小值。

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