An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping
Abstract
The 'heavy ball with friction' dynamical system x + ?x + ? f (x) = 0 is a nonlinear oscillator with damping (? > 0). It has been recently proved that when H is a real Hilbert space and f: H ? ? is a differentiable convex function whose minimal value is achieved, then each solution trajectory t ? x(t) of this system weakly converges towards a solution of ? f (x) = 0. We prove a similar result in the discrete setting for a general maximal monotone operator A by considering the following iterative method: xk+1 - xk - ?k(xk - xk-1) + ?kA(xk+1) ? 0, giving conditions on the parameters ?k and ?k in order to ensure weak convergence toward a solution of 0 ? A(x) and extending classical convergence results concerning the standard proximal method.
Más información
| Título según WOS: | An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping |
| Título según SCOPUS: | An Inertial Proximal Method for Maximal Monotone Operators via Discretization of a Nonlinear Oscillator with Damping |
| Título de la Revista: | Set-Valued Analysis |
| Volumen: | 9 |
| Número: | 01-feb |
| Editorial: | Springer Nature |
| Fecha de publicación: | 2001 |
| Página de inicio: | 3 |
| Página final: | 11 |
| Idioma: | English |
| URL: | http://link.springer.com/10.1023/A:1011253113155 |
| DOI: |
10.1023/A:1011253113155 |
| Notas: | ISI, SCOPUS |