Events

21. March 2024, 15:00 until 17:00
AKOR Seminar, Fast continuous time methods for monotone equations, Radu Bot, University of Vienna
Presentation
In this talk we discuss continuous in time dynamics for the problem of approaching the set of zeros of a single-valued monotone and continuous operator. Such problems are motivated by minimax convex-concave and, in particular, by convex optimization problems with linear constraints. The central role is played by a second-order dynamical system that combines a vanishing damping term with the time derivative of the operator along the trajectory, which can be seen as an analogous of the Hessian-driven damping in cases where the operator originates from a potential. We demonstrate that the norm of the operator along the trajectory and the restricted gap function exhibit fast vanishing behaviour, and that the trajectory converges weakly to a solution of the monotone equation. The implicit and explicit discrete time models, enhanced with Nesterov’s momentum and correcting terms, share the asymptotic features of the continuous dynamics. In the second part of the talk, we discuss the connection between the second-order dynamical system and a Tikhonov regularized first-order dynamical system, exhibiting fast convergence rates and strong convergence of the trajectory.