Abstract
In a Hilbert space \(\mathcal {H}\), given \(A:\mathcal {H} \rightrightarrows \mathcal {H}\) a general maximal monotone operator whose solution set is assumed to be non-empty, and λ(⋅) a time-dependent positive regularization parameter, we analyze, when t → + ∞, the weak versus strong convergence properties of the trajectories of the Regularized Newton dynamic
The term \(\lambda (t) \dot x(t)\) acts as a Levenberg–Marquardt regularization of the continuous Newton dynamic associated with A, which makes (RN) a well-posed system. The coefficient λ(t) is allowed to tend to zero as t → + ∞, which makes (RN) asymptotically close to the Newton continuous dynamic. As a striking property, when λ(t) does not converge too rapidly to zero as t → + ∞ (with λ(t) = e −t as the critical size), Attouch and Svaiter showed that each trajectory generated by (RN) converges weakly to a zero of A. By adapting Baillon’s counterexample, we show a situation where A is the gradient of a smooth convex function, and there is a trajectory of the corresponding system (RN) that does not converge strongly. On the positive side, under certain particular assumptions about the operator A, or on the regularization parameter λ(⋅), we show the strong convergence when t → + ∞ of the (RN) trajectories.
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Notes
1when ψ is continuously differentiable, (d ψ)−is the negative part of the measure with density the derivative ofψ.
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Dedicated to Professor Dr. Michel Théra on his 70th birthday.
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Attouch, H., Baillon, JB. Weak Versus Strong Convergence of a Regularized Newton Dynamic for Maximal Monotone Operators. Vietnam J. Math. 46, 177–195 (2018). https://doi.org/10.1007/s10013-017-0267-6
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DOI: https://doi.org/10.1007/s10013-017-0267-6
Keywords
- Maximal monotone operators
- Newton-like continuous dynamic
- Levenberg–Marquardt regularization
- Baillon’s counterexample
- Weak versus strong asymptotic convergence