An asymptotic viscosity selection result for the regularized Newton dynamic
Abstract
Let be a closed convex proper function on a real Hilbert space , and its subdifferential. For any control function which tends to zero as goes to , and a positive parameter, we study the asymptotic behavior of the trajectories of the regularized Newton dynamical system \begin{eqnarray*} & & \upsilon\left(t\right)\in\partial\Phi\left(x\left(t\right)\right) & & \lambda\dot{x}\left(t\right)+\dot{\upsilon}\left(t\right)+\upsilon\left(t\right)+\varepsilon\left(t\right)x\left(t\right)=0. \end{eqnarray*} Assuming that tends to zero moderately as goes to , we show that the term asymptotically acts as a Tikhonov regularization, which forces the trajectories to converge to a particular equilibrium. Precisely, when , and is a ``slow'' control, i.e., , then each trajectory of the system converges weakly, as goes to , to the element of minimal norm of the closed convex set When is a convex differentiable function whose gradient is Lipschitz continuous, we show that the strong convergence property is satisfied. Then we examine the effect of other types of regularizing methods.
Keywords
Cite
@article{arxiv.1504.07793,
title = {An asymptotic viscosity selection result for the regularized Newton dynamic},
author = {Boushra Abbas},
journal= {arXiv preprint arXiv:1504.07793},
year = {2024}
}
Comments
15 pages