Existence results on Lagrange multiplier approach for gradient flows and application to optimization

DOI10.1007/S13160-023-00595-6MaRDI QIDQ6179918zbMATH OpenFDO

Authors Kenya Onuma, Shun Sato

Publication date 18 January 2024

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2110.15550

zbMATH Keywords

geometric numerical integrationgradient flowLagrange multiplier approachoptimizationordinary differential equations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential. Therefore, dissipative numerical methods, which are numerical methods replicating the dissipation law, have been studied in the literature. Recently, Cheng, Liu, and Shen proposed a novel dissipative method, the Lagrange multiplier approach, for gradient flows, which is computationally cheaper than existing dissipative methods. Although their efficacy is numerically confirmed in existing studies, the existence results of the Lagrange multiplier approach are not known in the literature. In this paper, we establish some existence results. We prove the existence of the solution under a relatively mild assumption. In addition, by restricting ourselves to a special case, we show some existence and uniqueness results with concrete bounds. As gradient flows also appear in optimization, we further apply the latter results to optimization problems.

Recommendations

• A new Lagrange multiplier approach for gradient flows
• Lagrange multiplier in a problem with nonconstant gradient constraint
• Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows
• A unified gradient flow approach to constrained nonlinear optimization problems

Cites work

• A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
• A geometric integration approach to nonsmooth, nonconvex optimisation
• A new class of efficient and robust energy stable schemes for gradient flows
• A new Lagrange multiplier approach for gradient flows
• Differential equations, dynamical systems, and an introduction to chaos
• Discrete versus continuous Newton's method: A case study
• Geometric integration using discrete gradients
• Geometric Numerical Integration
• On an application of dynamical systems theory to determine all the zeros of a vector function
• Scalar auxiliary variable approach for conservative/dissipative partial differential equations with unbounded energy functionals
• Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
• Time integration and discrete Hamiltonian systems
• Unified Approach to Hamiltonian Systems, Poisson Systems, Gradient Systems, and Systems with Lyapunov Functions or First Integrals
• Variational image regularization with Euler's elastica using a discrete gradient scheme

Cited in

(3)

• A weighted scalar auxiliary variable method for solving gradient flows: bridging the nonlinear energy-based and Lagrange multiplier approaches
• Energy conservative Lagrange multiplier method with variable time steps for the interaction system of nonlinear wave equations in high dimensions
• Efficient semi-implicit numerical schemes preserving the original energy dissipation law for nonlocal phase field models

This page was built for publication: Existence results on Lagrange multiplier approach for gradient flows and application to optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6179918)