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arXiv · 2503.03902

Asymptotic behavior of penalty dynamics for constrained variational inequalities

Siqi Qu·Mathias Staudigl·Juan Peypouquet
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Abstract

We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In an infinite-dimensional Hilbertian framework, the class of dynamical systems we propose combine Tikhonov regularization and exterior penalization terms in order to induce strong convergence of trajectories to least norm solutions in the constrained domain. Our construction thus unifies the literature on regularization methods and penalty-based dynamical systems. An extension to a full splitting formulation of the constrained domain is also provided, with associated weak convergence results involving the Attouch-Czarnecki condition.

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Siqi Qu, Mathias Staudigl, Juan Peypouquet. 2025-03-05. Asymptotic behavior of penalty dynamics for constrained variational inequalities. https://arxiv.org/abs/2503.03902

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