Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping

DOI10.1016/j.jde.2021.09.021zbMath1481.37072arXiv2106.12294OpenAlexW3204885074MaRDI QIDQ2232743

Dang-Khoa Nguyen, Radu Ioan Boţ

Publication date: 8 October 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.12294

zbMATH Keywords

convergence ratesaugmented Lagrangian methodNesterov's accelerated gradient methoddamped inertial dynamicsprimal-dual dynamical systemtrajectory convergence

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Optimality conditions for problems involving ordinary differential equations (49K15) Action-minimizing orbits and measures for finite-dimensional Hamiltonian and Lagrangian systems; variational principles; degree-theoretic methods (37J51)

Related Items (6)

A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates ⋮ Fast augmented Lagrangian method in the convex regime with convergence guarantees for the iterates ⋮ Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems ⋮ Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping ⋮ A second order primal-dual dynamical system for a convex-concave bilinear saddle point problem ⋮ Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem

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