Fast inertial dynamic algorithm with smoothing method for nonsmooth convex optimization

被引:0
|
作者
Xin Qu
Wei Bian
机构
[1] Harbin Institute of Technology,
[2] School of Mathematics,undefined
关键词
Nonsmooth optimization; Smoothing method; Convex minimization; Convergence rate; 90C25; 90C30; 65K05; 37N40;
D O I
暂无
中图分类号
学科分类号
摘要
In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic behavior of the dynamic algorithm, we prove that each trajectory of it weakly converges to an optimal solution under some appropriate conditions on the smoothing parameters, and the convergence rate of the objective function values is ot-2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$o\left( t^{-2}\right)$$\end{document}. We also show that the algorithm is stable, that is, this dynamic algorithm with a perturbation term owns the same convergence properties when the perturbation term satisfies certain conditions. Finally, we verify the theoretical results by some numerical experiments.
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页码:287 / 317
页数:30
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