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Pré-Publication, Document De Travail Année : 2021

Asymptotic behavior of Newton-like inertial dynamics involving the sum of potential and nonpotential terms

Samir Adly
Hedy Attouch
van Nam Vo
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Résumé

In a Hilbert space H, we study a dynamic inertial Newton method which aims to solve additively structured monotone equations involving the sum of potential and nonpotential terms. Precisely, we are looking for the zeros of an operator A = ∇f + B where ∇f is the gradient of a continuously differentiable convex function f , and B is a nonpotential monotone and cocoercive operator. Besides a viscous friction term, the dynamic involves geometric damping terms which are controlled respectively by the Hessian of the potential f and by a Newton-type correction term attached to B. Based on a fixed point argument, we show the well-posedness of the Cauchy problem. Then we show the weak convergence as t → +∞ of the generated trajectories towards the zeros of ∇f + B. The convergence analysis is based on the appropriate setting of the viscous and geometric damping parameters. The introduction of these geometric dampings makes it possible to control and attenuate the known oscillations for the viscous damping of inertial methods. Rewriting the second-order evolution equation as a first-order dynamical system enables us to extend the convergence analysis to nonsmooth convex potentials. These results open the door to the design of new first-order accelerated algorithms in optimization taking into account the specific properties of potential and nonpotential terms. The proofs and techniques are original and differ from the classical ones due to the presence of the nonpotential term.
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Dates et versions

hal-03213925 , version 1 (30-04-2021)

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  • HAL Id : hal-03213925 , version 1

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Samir Adly, Hedy Attouch, van Nam Vo. Asymptotic behavior of Newton-like inertial dynamics involving the sum of potential and nonpotential terms. 2021. ⟨hal-03213925⟩
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