On the strong convergence of the trajectories of a Tikhonov regularized second order dynamical system with asymptotically vanishing damping

DOI10.1016/J.JDE.2023.03.014zbMATH Open1519.34070arXiv2202.08980OpenAlexW4327546669MaRDI QIDQ6042664FDOQ6042664

Authors: Szilárd László 

Publication date: 3 May 2023

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

Abstract: This paper deals with a second order dynamical system with vanishing damping that contains a Tikhonov regularization term, in connection to the minimization problem of a convex Fr'echet differentiable function $g$. We show that for appropriate Tikhonov regularization parameters the value of the objective function in a generated trajectory converges fast to the global minimum of the objective function and a trajectory generated by the dynamical system converges weakly to a minimizer of the objective function. We also obtain the fast convergence of the velocities towards zero and some integral estimates. Nevertheless, our main goal is to extend and improve some recent results obtained in cite{ABCR} and cite{AL-nemkoz} concerning the strong convergence of the generated trajectories to an element of minimal norm from the $argmin$ set of the objective function $g$. Our analysis also reveals that the damping coefficient and the Tikhonov regularization coefficient are strongly correlated.

Full work available at URL: https://arxiv.org/abs/2202.08980

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zbMATH Keywords

convex optimizationconvergence ratestrong convergencecontinuous second-order dynamical system\) Tikhonov regularizationasymptotics as \(t \to \infty

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30) Asymptotic properties of solutions to ordinary differential equations (34D05) Nonlinear differential equations in abstract spaces (34G20) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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Cited In (22)

• On the convergence of a class of inertial dynamical systems with Tikhonov regularization
• Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution
• Convex optimization via inertial algorithms with vanishing Tikhonov regularization: fast convergence to the minimum norm solution
• Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
• A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique
• A Nesterov type algorithm with double Tikhonov regularization: fast convergence of the function values and strong convergence to the minimal norm solution
• The second-order in time continuous Newton method
• On an asymptotically autonomous system with Tikhonov type regularizing term
• On the strong convergence of continuous Newton-like inertial dynamics with Tikhonov regularization for monotone inclusions
• Second order dynamics featuring Tikhonov regularization and time scaling
• Fast convergence rate of values with strong convergence of trajectories via inertial dynamics with Tikhonov regularization terms and asymptotically vanishing damping
• Tikhonov regularization of a second order dynamical system with Hessian driven damping
• Solving convex optimization problems via a second order dynamical system with implicit Hessian damping and Tikhonov regularization
• On damped second-order gradient systems
• Fast convergence rates and trajectory convergence of a Tikhonov regularized inertial primal-dual dynamical system with time scaling and vanishing damping
• Tikhonov regularization of a perturbed heavy ball system with vanishing damping
• Fast convergence of inertial gradient dynamics with multiscale aspects
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• Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations
• On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
• Second-order dynamical systems associated to variational inequalities
• Asymptotics for a dissipative dynamical system with linear and gradient-driven damping

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