The second-order in time continuous Newton method
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear differential equations in abstract spaces (34G20) Dynamical systems in optimization and economics (37N40) Abstract critical point theory (Morse theory, Lyusternik-Shnirel'man theory, etc.) in infinite-dimensional spaces (58E05)
The authors deal with the analysis of the following dissipative second-order dynamical system \[ \ddot x(t)+ \nabla^2\phi(x(t)) \dot x(t)+ \nabla\phi(x(t))= 0 \] with the initial condition \((x(0),\dot x(0))= (x_0,\dot x_0)\in H\times H\) in a Hilbert space \(H\). Under weak conditions on \(\phi\), it is shown that every solution exists for \(t\geq 0\), the energy \[ E(t)=\textstyle{{1\over 2}} |\dot x(t)+ \nabla\phi(x(t))|^2+ \phi(x(t)) \] is a Lyapunov functional and \(\lim_{t\to\infty} \nabla\phi(x(t))= 0\). Moreover, for Morse-functions \(\phi: H\to\mathbb{R}\) or when \(\phi\) is convex, the convergence of the evolutions towards an equilibrium is shown. For the entire collection see [Zbl 0970.00036].
- A dynamical approach for the stability of second order dissipative systems.
- A second-order gradient-like dissipative dynamical system with Hessian-driven damping. Application to optimization and mechanics.
- On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
- On the strong convergence of the trajectories of a Tikhonov regularized second order dynamical system with asymptotically vanishing damping
- On the long time behavior of second order differential equations with asymptotically small dissipation
- A second-order gradient-like dissipative dynamical system with Hessian-driven damping. Application to optimization and mechanics.
- Approaching nonsmooth nonconvex optimization problems through first order dynamical systems with hidden acceleration and Hessian driven damping terms
- Newton's second law with a semiconvex potential
- A control-theoretic perspective on optimal high-order optimization
- Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces
- A second-order dynamical system with Hessian-driven damping and penalty term associated to variational inequalities
- Inertial Newton algorithms avoiding strict saddle points
- On the convergence of the trajectories of the dynamical Moudafi's viscosity approximation system
- On a class of second-order dynamical systems involving viscous and Hessian-driven damping
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