Dynamical system related to primal-dual splitting projection methods

Abstract

We introduce a dynamical system to the problem of finding zeros of the sum of two maximally monotone operators. We investigate the existence, uniqueness and extendability of solutions to this dynamical system in a Hilbert space. We prove that the trajectories of the proposed dynamical system converge strongly to a primal-dual solution of the considered problem. Under explicit time discretization of the dynamical system we obtain the best approximation algorithm for solving coupled monotone inclusion problem.

22 pages, 1 figure, 33 citations