Skip to main content
Log in

A Dynamical System Associated with the Fixed Points Set of a Nonexpansive Operator

  • Published:
Journal of Dynamics and Differential Equations Aims and scope Submit manuscript

Abstract

We study the existence and uniqueness of (locally) absolutely continuous trajectories of a dynamical system governed by a nonexpansive operator. The weak convergence of the orbits to a fixed point of the operator is investigated by relying on Lyapunov analysis. We show also an order of convergence of \(o\left( \frac{1}{\sqrt{t}}\right) \) for the fixed point residual of the trajectory of the dynamical system. We apply the results to dynamical systems associated with the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive one. Several dynamical systems from the literature turn out to be particular instances of this general approach.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Abbas, B., Attouch, H.: Dynamical systems and forward-backward algorithms associated with the sum of a convex subdifferential and a monotone cocoercive operator. Optimization (2014). doi:10.1080/02331934.2014.971412

    MATH  Google Scholar 

  2. Abbas, B., Attouch, H., Svaiter, B.F.: Newton-like dynamics and forward-backward methods for structured monotone inclusions in Hilbert spaces. J. Optim. Theory Appl. 161(2), 331–360 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  3. Antipin, A.S.: Minimization of convex functions on convex sets by means of differential equations. (Russian) Differentsial’nye Uravneniya 30(9), 1475–1486, 1994; translation in Differential Equations 30(9), 1365–1375 (1994)

  4. Attouch, H., Czarnecki, M.-O.: Asymptotic behavior of coupled dynamical systems with multiscale aspects. J. Differ. Equ. 248(6), 1315–1344 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  5. Attouch, H., Svaiter, B.F.: A continuous dynamical Newton-like approach to solving monotone inclusions. SIAM J. Control Optim. 49(2), 574–598 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  6. Baillon, J.B., Brézis, H.: Une remarque sur le comportement asymptotique des semigroupes non linéaires. Houst. J. Math. 2(1), 5–7 (1976)

    MATH  Google Scholar 

  7. Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces, CMS Books in Mathematics. Springer, New York (2011)

    Book  MATH  Google Scholar 

  8. Bolte, J.: Continuous gradient projection method in Hilbert spaces. J. Optim. Theory Appl. 119(2), 235–259 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  9. Borwein, J.M., Vanderwerff, J.D.: Convex Functions: Constructions, Characterizations and Counterexamples. Cambridge University Press, Cambridge (2010)

    Book  MATH  Google Scholar 

  10. Boţ, R.I., Csetnek, E.R., Heinrich, A.: A primal-dual splitting algorithm for finding zeros of sums of maximally monotone operators. SIAM J. Optim. 23(4), 2011–2036 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  11. Boţ, R.I., Csetnek, E.R., Heinrich, A., Hendrich, C.: On the convergence rate improvement of a primal-dual splitting algorithm for solving monotone inclusion problems. Mathematical Programming. doi:10.1007/s10107-014-0766-0

  12. Brézis, H.: Opérateurs Maximaux Monotones et Semi-Groupes de Contractions Dans les Espaces de Hilbert. North-Holland Mathematics Studies No. 5, Notas de Matemática, vol. 50. North-Holland/Elsevier, New York (1973)

    MATH  Google Scholar 

  13. Briceño-Arias, L.M.: Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions. Optimization (2013). doi:10.1080/02331934.2013.855210

  14. Bruck Jr, R.E.: Asymptotic convergence of nonlinear contraction semigroups in Hilbert space. J. Funct. Anal. 18, 15–26 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  15. Corman, E., Yuan, X.: A Generalized proximal point algorithm and its convergence rate. SIAM J. Optim. 24(4), 1614–1638 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  16. Davis, D., Yin, W.: Convergence rate analysis of several splitting schemes, arXiv:1406.4834 (2014)

  17. Haraux, A.: Systèmes Dynamiques Dissipatifs et Applications, Recherches en Mathé- matiques Appliquées 17. Masson, Paris (1991)

    Google Scholar 

  18. Liang, J., Fadili, J., Peyré, G.: Convergence rates with inexact nonexpansive operators, arXiv:1404.4837 (2014)

  19. Peypouquet, J., Sorin, S.: Evolution equations for maximal monotone operators: asymptotic analysis in continuous and discrete time. J. Convex Anal. 17(3–4), 1113–1163 (2010)

    MathSciNet  MATH  Google Scholar 

  20. Raguet, H., Fadili, J., Peyré, G.: A generalized forward-backward splitting. SIAM J. Imaging Sci. 6(3), 1199–1226 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  21. Rockafellar, R.T.: On the maximal monotonicity of subdifferential mappings. Pac. J. Math. 33(1), 209–216 (1970)

    Article  MathSciNet  MATH  Google Scholar 

  22. Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 14(5), 877–898 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  23. Simons, S.: From Hahn-Banach to Monotonicity. Springer, Berlin (2008)

    MATH  Google Scholar 

  24. Sontag, E.D.: Mathematical Control Theory. Deterministic Finite-Dimensional Systems. Texts in Applied Mathematics 6, 2nd edn. Springer, New York (1998)

    MATH  Google Scholar 

  25. Vũ, B.C.: A splitting algorithm for dual monotone inclusions involving cocoercive operators. Adv. Comput. Math. 38(3), 667–681 (2013)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgments

We are thankful to H. Attouch for bringing into our attention the time rescaling arguments which led to the results presented in the last section. Radu Ioan Boţ and Ernö Robert Csetnek: research partially supported by DFG (German Research Foundation), Project BO 2516/4-1.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Radu Ioan Boţ.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Boţ, R.I., Csetnek, E.R. A Dynamical System Associated with the Fixed Points Set of a Nonexpansive Operator. J Dyn Diff Equat 29, 155–168 (2017). https://doi.org/10.1007/s10884-015-9438-x

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10884-015-9438-x

Keywords

Mathematics Subject Classification

Navigation