11,237 research outputs found
Dynamical systems and forward-backward algorithms associated with the sum of a convex subdifferential and a monotone cocoercive operator
In a Hilbert framework, we introduce continuous and discrete dynamical
systems which aim at solving inclusions governed by structured monotone
operators , where is the subdifferential of a
convex lower semicontinuous function , and is a monotone cocoercive
operator. We first consider the extension to this setting of the regularized
Newton dynamic with two potentials. Then, we revisit some related dynamical
systems, namely the semigroup of contractions generated by , and the
continuous gradient projection dynamic. By a Lyapunov analysis, we show the
convergence properties of the orbits of these systems.
The time discretization of these dynamics gives various forward-backward
splitting methods (some new) for solving structured monotone inclusions
involving non-potential terms. The convergence of these algorithms is obtained
under classical step size limitation. Perspectives are given in the field of
numerical splitting methods for optimization, and multi-criteria decision
processes.Comment: 25 page
Discretization of the 3D Monge-Ampere operator, between Wide Stencils and Power Diagrams
We introduce a monotone (degenerate elliptic) discretization of the
Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is
consistent provided the solution hessian condition number is uniformly bounded.
Our approach enjoys the simplicity of the Wide Stencil method, but
significantly improves its accuracy using ideas from discretizations of optimal
transport based on power diagrams. We establish the global convergence of a
damped Newton solver for the discrete system of equations. Numerical
experiments, in three dimensions, illustrate the scheme efficiency
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