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Asymptotic for the perturbed heavy ball system with vanishing damping term (1609.00135v2)

Published 1 Sep 2016 in math.OC

Abstract: We investigate the long time behavior of solutions to the differential equation $\ddot{x}(t)+\frac{c}{\left( t+1\right) {\alpha}}\dot{x}(t)+\nabla \Phi\left( x(t)\right) =g(t),~t\geq0, $ where $c$ is nonnegative constant, $\alpha\in\lbrack0,1[,$ $\Phi$ is a $C{1}$ convex function on a Hilbert space $\mathcal{H}$ and $g\in L{1} (0,+\infty;\mathcal{H}).$ We obtain sufficient conditions on the source term $g(t)$ ensuring the weak or the strong convergence of any trajectory $x(t)$ as $t\rightarrow+\infty$ to a minimizer of the function $\Phi$ if one exists.

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