English

An asymptotic viscosity selection result for the regularized Newton dynamic

Optimization and Control 2024-10-25 v1

Abstract

Let Φ:HR{+}\Phi:\mathcal{H}\longrightarrow\mathbb{R\cup}\left\{ +\infty\right\} be a closed convex proper function on a real Hilbert space H\mathcal{H}, and Φ:HH\partial\Phi:\mathcal{H}\rightrightarrows\mathcal{H} its subdifferential. For any control function ϵ:R+R+\epsilon:\mathbb{R}_{+}\longrightarrow\mathbb{R}_{+} which tends to zero as tt goes to ++\infty, and λ\lambda 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 ε(t)\varepsilon\left(t\right) tends to zero moderately as tt goes to ++\infty, we show that the term ε()x()\varepsilon\left(\cdot\right)x\left(\cdot\right) asymptotically acts as a Tikhonov regularization, which forces the trajectories to converge to a particular equilibrium. Precisely, when C=argminΦC=\textrm{argmin}\Phi\neq\emptyset, and ε()\varepsilon (\cdot) is a ``slow'' control, i.e., 0+ε(t)dt=+\int_{0}^{+\infty}\varepsilon\left(t\right)dt=+\infty, then each trajectory of the system converges weakly, as tt goes to ++\infty, to the element of minimal norm of the closed convex set C.C. When Φ\Phi 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

R2 v1 2026-06-22T09:24:53.443Z