Tikhonov regularization of a second order dynamical system with Hessian driven damping (Q2230936)
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English | Tikhonov regularization of a second order dynamical system with Hessian driven damping |
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Tikhonov regularization of a second order dynamical system with Hessian driven damping (English)
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29 September 2021
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In the paper under review, the authors analyse the asymptotic behavior of the trajectories generated by the dynamical system \[\ddot{x}(t)+\frac{\alpha}{t}\dot{x}(t)+\beta\nabla^2 g(x(t))\dot{x}(t)+\nabla g(x(t))+\epsilon(t)x(t)=0,\;t\geq t_0>0,\] with the initial conditions \(x(t_0)=u_0\) and \(\dot{x}(t_0)=v_0\), where \(\alpha\geq 3\), \(\beta\geq 0\), and \(u_0,v_0\in\mathcal{H}\) (\(\mathcal{H}\) is a real Hilbert space). In particular, they study the convergence of \(g(x(t))\) to \(\mathrm{min}\, g\) as \(t\to \infty\) and also prove some weak and strong convergence results for the trajectories. The results are nontrivial and the paper is well-written.
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second-order dynamical system
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convex optimization
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Tikhonov regularization
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fast convergence methods
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Hessian-driven damping
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