Second-order dynamical systems associated to variational inequalities

Abstract

We investigate the asymptotic convergence of the trajectories generated by the second-order dynamical system , where are the convex and smooth functions defined on a real Hilbert space , and is a function of time which controls the penalty term. We show weak convergence of the trajectories to a minimizer of the function over the (nonempty) set of minima of as well as convergence for the objective function values along the trajectories, provided a condition expressed via the Fenchel conjugate of is fulfilled. When the function is assumed to be strongly convex, we can even show strong convergence of the trajectories. The results can be seen as the second-order counterparts of the ones given by Attouch and Czarnecki (Journal of Differential Equations 248(6), 1315–1344, 2010) for first-order dynamical systems associated to the constrained variational inequalities. At the same time we give a positive answer to an open problem posed by Attouch and Czarnecki in a recent preprint.

Keywords:

• Dynamical systems
• Lyapunov analysis
• convex optimization
• nonautonomous systems

AMS Subject Classifications:

• 34G25
• 47J25
• 47H05
• 90C25

Acknowledgements

The authors are grateful to an anonymous reviewer for pointing out a flaw in the initial version of the paper.

Notes

No potential conflict of interest was reported by the authors.

Additional information

Funding

This research was supported by FWF (Austrian Science Fund), Lise Meitner Programme, project M 1682-N25.