Fast optimization via inertial dynamics with closed-loop damping

H Attouch, RI Boţ, ER Csetnek - Journal of the European Mathematical …, 2022 - ems.press
In a real Hilbert space H, in order to develop fast optimization methods, we analyze the
asymptotic behavior, as time t tends to infinity, of a large class of autonomous dissipative …

Tikhonov regularization of a second order dynamical system with Hessian driven damping

RI Boţ, ER Csetnek, SC László - Mathematical Programming, 2021 - Springer
We investigate the asymptotic properties of the trajectories generated by a second-order
dynamical system with Hessian driven damping and a Tikhonov regularization term in …

Convergence rates of inertial primal-dual dynamical methods for separable convex optimization problems

X He, R Hu, YP Fang - SIAM Journal on Control and Optimization, 2021 - SIAM
In this paper, we propose a second-order continuous primal-dual dynamical system with
time-dependent positive damping terms for a separable convex optimization problem with …

[HTML][HTML] Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping

RI Boţ, DK Nguyen - Journal of Differential Equations, 2021 - Elsevier
In this work, we approach the minimization of a continuously differentiable convex function
under linear equality constraints by a second-order dynamical system with asymptotically …

An extension of the second order dynamical system that models Nesterov's convex gradient method

CD Alecsa, SC László, T Pinţa - Applied Mathematics & Optimization, 2021 - Springer
In this paper we deal with a general second order continuous dynamical system associated
to a convex minimization problem with a Fréchet differentiable objective function. We show …

Convergence rates of mixed primal-dual dynamical systems with Hessian driven damping

X He, F Tian, A Li, YP Fang - Optimization, 2023 - Taylor & Francis
For a linear equality constrained convex optimization problem, we initially propose a mixed
primal-dual dynamical system with Hessian driven damping. This dynamical system …

A unified differential equation solver approach for separable convex optimization: splitting, acceleration and nonergodic rate

H Luo, Z Zhang - arXiv preprint arXiv:2109.13467, 2021 - arxiv.org
This paper provides a self-contained ordinary differential equation solver approach for
separable convex optimization problems. A novel primal-dual dynamical system with built-in …

Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems

X He, R Hu, YP Fang - Applicable Analysis, 2023 - Taylor & Francis
We propose an inertial primal-dual dynamic with damping and scaling coefficients, which
involves inertial terms both for primal and dual variables, for a linearly constrained convex …

Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping

DA Hulett, DK Nguyen - Applied Mathematics & Optimization, 2023 - Springer
In this work, we approach the minimization of a continuously differentiable convex function
under linear equality constraints by a second-order dynamical system with an asymptotically …

Continuous dynamics related to monotone inclusions and non-smooth optimization problems

ER Csetnek - Set-Valued and Variational Analysis, 2020 - Springer
The aim of this survey is to present the main important techniques and tools from variational
analysis used for first and second order dynamical systems of implicit type for solving …