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arXiv 2406.00705math.OC
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求解广义单调方程的三阶动力系统

A third order dynamical system for generalized monotone equation

Faculty of Mathematics and Informatics, Hanoi University of Science and Technology(河内科技大学数学与信息学院);Mathematical Sciences, University of Southampton(南安普顿大学数学科学系)

Pham Viet Hai, Phan Tu Vuong

AI总结:

提出一种三阶动力系统求解 Hilbert 空间中余强制非线性方程,证明了轨迹存在唯一性与渐近收敛性,并在强单调时实现 $e^{-2t}$ 指数收敛,凸优化中达 $\mathcal{O}(1/t^3)$ 速率,应用于分裂单调包含问题。

摘要:

我们提出了一种三阶动力系统,用于求解 Hilbert 空间中算子关于解集满足余强制性质的非线性方程。在参数的温和条件下,我们证明了所生成轨迹的存在性与唯一性,及其对方程解的渐近收敛性。当算子关于解集强单调时,我们给出了 $e^{-2t}$ 的指数收敛速率,这显著快于二阶动力系统的已知结果。特别地,对于凸优化问题,该动力系统为目标函数值提供了 $\mathcal{O}(\frac{1}{t^3})$ 的快速收敛速率。此外,我们讨论了该动力系统在若干分裂单调包含问题中的应用。

英文摘要:

We propose a third order dynamical system for solving a nonlinear equation in Hilbert spaces where the operator is cocoercive with respect to the solutions set. Under mild conditions on the parameters, we establish the existence and uniqueness of the generated trajectories as well as its asymptotic convergence to a solution of the equation. When the operator is strongly monotone with respect to the solutions set, we deliver an exponential convergence rate of $e^{-2t}$, which is significantly faster than the known results of second order dynamical systems. In particular, for convex optimization problems, the proposed dynamical system provides a fast convergence rate of {\bf $\mathcal{O}(\frac{1}{t^3})$} for the objective values. In addition, we discuss the applications of the proposed dynamical system to several splitting monotone inclusion problems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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