A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique
From MaRDI portal
Publication:6155070
Tikhonov regularizationstrong convergenceproximal operatorMoreau envelopenonsmooth convex optimizationHessian-driven dampingdamped inertial dynamics
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Dynamical systems in optimization and economics (37N40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Mathematical programming (90Cxx) Numerical methods in optimal control (49M99)
Abstract: In this manuscript we would like to address the classical optimization problem of minimizing a proper, convex and lower semicontinuous function via the second order in time dynamics, combining viscous and Hessian-driven damping with a Tikhonov regularization technique. In our analysis we heavily exploit the Moreau envelope of the objective function and its properties as well as Tikhonov properties, which we extend to a nonsmooth case. We introduce the setting, which at the same time guarantees the fast convergence of the function (and Moreau envelope) values and strong convergence of the trajectories of the system to a minimal norm solution -- the element of the minimal norm of all the minimizers of the objective. Moreover, we deduce the precise rates of convergence of the values for the particular choice of parameter function. Various numerical examples are also included as an illustration of the theoretical results.
Recommendations
- Second order dynamics featuring Tikhonov regularization and time scaling
- Fast convex optimization via differential equation with Hessian-driven damping and Tikhonov regularization
- Combining fast inertial dynamics for convex optimization with Tikhonov regularization
- On the convergence of a class of inertial dynamical systems with Tikhonov regularization
- The heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories
Cites work
- A fast continuous time approach with time scaling for nonsmooth convex optimization
- Accelerated gradient methods combining Tikhonov regularization with geometric damping driven by the Hessian
- Combining fast inertial dynamics for convex optimization with Tikhonov regularization
- Continuous Newton-like inertial dynamics for monotone inclusions
- Convergence of damped inertial dynamics governed by regularized maximally monotone operators
- Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
- Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution
- Fast convex optimization via inertial dynamics with Hessian driven damping
- On the strong convergence of continuous Newton-like inertial dynamics with Tikhonov regularization for monotone inclusions
- On the strong convergence of the trajectories of a Tikhonov regularized second order dynamical system with asymptotically vanishing damping
- Tikhonov regularization of a second order dynamical system with Hessian driven damping
Cited in
(4)- A Nesterov type algorithm with double Tikhonov regularization: fast convergence of the function values and strong convergence to the minimal norm solution
- 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 convergence rates and trajectory convergence of a Tikhonov regularized inertial primal-dual dynamical system with time scaling and vanishing damping
This page was built for publication: A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6155070)
