Tikhonov regularized second-order plus first-order primal-dual dynamical systems with asymptotically vanishing damping for linear equality constrained convex optimization problems

被引:0
|
作者
Zhu, Ting-Ting [1 ]
Hu, Rong [2 ]
Fang, Ya-Ping [1 ]
机构
[1] Sichuan Univ, Dept Math, Chengdu, Peoples R China
[2] Chengdu Univ Informat Technol, Dept Appl Math, Chengdu, Peoples R China
基金
中国国家自然科学基金;
关键词
Convex optimization problem; inertial primal-dual dynamical system; asymptotically vanishing damping; Tikhonov regularization; strong convergence; EVOLUTION-EQUATIONS; CONVERGENCE;
D O I
10.1080/02331934.2024.2407515
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, in the setting of Hilbert spaces, we consider a Tikhonov regularized second-order plus first-order primal-dual dynamical system with asymptotically vanishing damping for a linear equality constrained convex optimization problem. It is shown that convergence properties of the proposed inertial dynamical system depend upon the choice of the Tikhonov regularization parameter. When the Tikhonov regularization parameter decays rapidly to zero, we derive the fast convergence rates of the primal-dual gap, the objective residual, the feasibility violation and the gradient norm of the objective function along the generated trajectory. When the Tikhonov regularization parameter decreases slowly to zero, we prove the strong convergence of the primal trajectory of the Tikhonov regularized dynamical system to the minimal norm solution of the linear equality constrained convex optimization problem. Numerical experiments are performed to illustrate the efficiency of our approach.
引用
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页数:28
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