Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations

DOI10.1080/01630563.2023.2262828MaRDI QIDQ6085490zbMATH OpenOpenAlexFDO

Authors Z. Chbani, H. Riahi

Publication date 8 November 2023

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2023.2262828

zbMATH Keywords

damped dynamical systemfast convergenceHessian-driven dampingHilbert spacestrong convergenceTikhonov regularization

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Management decision making, including multiple objectives (90B50) Convex programming (90C25)

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Cited in

(7)

• Fast convex optimization via inertial dynamics combining viscous and Hessian-driven damping with time rescaling
• 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
• Fast convex optimization via differential equation with Hessian-driven damping and Tikhonov regularization
• Strong convergence behavior of a second order dynamical system with Hessian-driven and vanishing damping
• Fast continuous-time approach for non-smooth convex minimization combining a constant damping coefficient, time scaling coefficient and Tikhonov regularization
• Primal-dual dynamics featuring Hessian-driven damping and variable mass for convex optimization problems

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