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Second Order Splitting Dynamics with Vanishing Damping for Additively Structured Monotone Inclusions.
Radu Ioan Boţ1, David Alexander Hulett1
1Faculty of Mathematics, University of Vienna, Vienna, Austria.
This study introduces a novel splitting system for finding operator zeros in Hilbert spaces. The method ensures convergence to solutions and fast velocity reduction, with applications in convex optimization.
Area of Science:
- Optimization Theory
- Functional Analysis
- Numerical Analysis
Background:
- Addresses the challenge of finding zeros for the sum of maximally monotone and cocoercive operators.
- Builds upon existing methods by introducing a novel second-order dynamical system with vanishing damping.
Purpose of the Study:
- To analyze the asymptotic behavior of trajectories generated by a time-dependent forward-backward splitting system.
- To establish weak convergence of trajectories to the solution set of the operator equation.
- To demonstrate fast convergence of velocities to zero.
Main Methods:
- Utilizes a second-order dynamical system with vanishing damping.
- Employs a time-dependent forward-backward splitting operator.
- Analyzes the system's behavior in a real Hilbert space framework.
Main Results:
- Proves weak convergence of generated trajectories to the set of zeros of A + B.
- Demonstrates that the velocities of the trajectories converge rapidly to zero.
- Derives fast convergence rates for a specific convex optimization problem as a special case.
Conclusions:
- The proposed splitting system is effective for finding zeros of sums of monotone and cocoercive operators.
- The system offers theoretical guarantees for convergence and fast velocity reduction.
- Numerical experiments validate the theoretical findings and demonstrate practical applicability.

