400. Asymptotic behavior of penalty dynamics for constrained variational inequalities
Invited abstract in session TB-2: Infinite-dimensional optimization - Part I, stream Nonsmooth and nonconvex optimization.
Tuesday, 10:30-12:30Room: B100/7011
Authors (first author is the speaker)
| 1. | Siqi Qu
|
| Mathematical Optimization, University of Mannheim | |
| 2. | Mathias Staudigl
|
| Department of Mathematics, Universität Mannheim | |
| 3. | Juan Peypouquet
|
| Bernoulli Institute for Mathematics, Computer Science and Artificial Intelligence, University of Groningen |
Abstract
We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In a Hilbertian framework, the class of dynamical systems we propose combine Tikhonov regularization and exterior penalization terms in order to yield simultaneously strong convergence of trajectories to least norm solutions in the constrained domain. Our construction thus unifies the literature on regularization methods and penalty-term based dynamical systems. We then move on showing how our base dynamics can be augmented by higher-order derivatives to introduce memory into the system.
Keywords
- First-order optimization
- Monotone inclusion problems
Status: accepted
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