含时变极大单调算子的演化包含问题的近端解收敛性

Convergence of proximal solutions for evolution inclusions with time-dependent maximal monotone operators

Mathematical Programming · 2021
被引 17
ABS 4

中文导读

研究时变微分包含问题的近端解序列收敛性,证明在时间正则性假设下该序列收敛到原问题的唯一解,并应用于非光滑互补关系系统的适定性分析。

Abstract

Abstract This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in optimization algorithms and the modeling of physical systems. The differential inclusion is described by a time-dependent set-valued mapping having the property that, for a given time instant, the set-valued mapping describes a maximal monotone operator. By successive application of a proximal operator, we construct a sequence of functions parameterized by the sampling time that corresponds to the discretization of the continuous-time system. Under certain mild assumptions on the regularity with respect to the time argument, and using appropriate tools from functional and variational analysis, this sequence is then shown to converge to the unique solution of the original differential inclusion. The result is applied to develop conditions for well-posedness of differential equations interconnected with nonsmooth time-dependent complementarity relations, using passivity of underlying dynamics (equivalently expressed in terms of linear matrix inequalities).

微分包含优化算法变分分析数值分析