On the strong convergence of the trajectories of a Tikhonov regularized second order dynamical system with asymptotically vanishing damping
\) Tikhonov regularizationasymptotics as \(t \to \inftycontinuous second-order dynamical systemconvergence rateconvex optimizationstrong convergence
Asymptotic properties of solutions to ordinary differential equations (34D05) Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Nonlinear differential equations in abstract spaces (34G20) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30)
Let \(\mathcal H\) be a Hilbert space, \(g:\mathcal{H}\to \mathbb{R}\) a convex continuously Fréchet differentiable function where the solution set \(\mathrm{argmin}\, g\) of all points \(x^*\in\mathcal{H}\) where \(g(x)\) attains its minimum is nonempty, with \(\nabla g\) Lipschitz continuous on bounded sets. The authors consider the asymptotics of the second order dynamical system \begin{align*} x(t) + \frac{\alpha}{ t^q} x'(t) + \nabla g(x(t)) + \frac{a}{t^p} x(t) &= 0 \quad \ (t > 0) \\ x(t_0) = u_0 , \quad x'(t_0) &= v_0 \quad (t_0 > 0) \tag{1} \end{align*} (all constants positive) as \(t\to+\infty\). The subject is the convergence (weak or strong) of trajectories of (1) to an element \( x^*\) of \(\mathrm{argmin}\, g,\) estimates of the form \[ g(x(t)) - g(x^*) = O\Big(\frac{1}{t^\gamma}\Big) \text{ or } g(x(t)) - g(x^*) = o\Big(\frac{1}{t^\gamma} \Big)\tag{2} \] and similar estimates for the derivative \[ \|x'(t)\| = O\Big(\frac{1}{t^\gamma} \Big),\text{ or } \|x'(t)\| = o\Big(\frac{1}{t^\gamma}\Big)\tag{3} \] for \(\gamma > 0\) depending on the constants in (1). Under suitable conditions on the constants the author obtains convergence results (both weak and strong) for \(x(t)\) and estimates of the forms (2) and (3). There are also auxiliary integral estimates, \[ \int_{t_0}^\infty t^q \|x'(t)\|^2 dt < \infty, \qquad \int_{t_0}^\infty t^q \big( g(x(t)) - g(x^*) \big) dt < \infty, \] the first instrumental in the convergence proof. The author compares in detail his conclusions with theorems in the existing literature. The results are computationally checked in several examples.
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