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arXiv · 1503.01871

Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems

Radu Ioan Bot·Ernö Robert Csetnek
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Abstract

We investigate the existence and uniqueness of (locally) absolutely continuous trajectories of a penalty term-based dynamical system associated to a constrained variational inequality expressed as a monotone inclusion problem. Relying on Lyapunov analysis and on the ergodic continuous version of the celebrated Opial Lemma we prove weak ergodic convergence of the orbits to a solution of the constrained variational inequality under investigation. If one of the operators involved satisfies stronger monotonicity properties, then strong convergence of the trajectories can be shown.

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Radu Ioan Bot, Ernö Robert Csetnek. 2015-03-06. Approaching the solving of constrained variational inequalities via penalty term-based dynamical systems. https://arxiv.org/abs/1503.01871

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