English

Strong asymptotic convergence of a slowly damped inertial primal-dual dynamical system controlled by a Tikhonov regularization term

Optimization and Control 2024-06-24 v3

Abstract

We propose a slowly damped inertial primal-dual dynamical system controlled by a Tikhonov regularization term, where the inertial term is introduced only for the primal variable, for the linearly constrained convex optimization problem in a Hilbert space. Under mild conditions on the underlying parameters, by a Lyapunov analysis approach, we prove the strong asymptotic convergence of the trajectory of the proposed dynamic to the minimal norm element of the primal-dual solution set of the problem, along with convergence rate results for the primal-dual gap, the objective residual and the feasibility violation. We perform some numerical experiments to illustrate the theoretical findings.

Keywords

Cite

@article{arxiv.2406.08836,
  title  = {Strong asymptotic convergence of a slowly damped inertial primal-dual dynamical system controlled by a Tikhonov regularization term},
  author = {Ting-Ting Zhu and Rong Hu and Ya-Ping Fang},
  journal= {arXiv preprint arXiv:2406.08836},
  year   = {2024}
}