Related papers: A fast continuous time approach with time scaling …
By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…
This paper deals with a new Tikhonov regularized primal-dual dynamical system with variable mass and Hessian-driven damping for solving a convex optimization problem with linear equality constraints. The system features several…
In this paper, we propose a second-order continuous primal-dual dynamical system with time-dependent positive damping terms for a separable convex optimization problem with linear equality constraints. By the Lyapunov function approach, we…
In a general Hilbert framework, we consider continuous gradient-like dynamical systems for constrained multiobjective optimization involving non-smooth convex objective functions. Our approach is in the line of a previous work where was…
In the framework of real Hilbert spaces we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator $V$. The starting poin is a…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
In a real Hilbert space $\mathcal H$, we study the fast convergence properties as $t \to + \infty$ of the trajectories of the second-order evolution equation $$ \ddot{x}(t) + \frac{\alpha}{t} \dot{x}(t) + \nabla \Phi (x(t)) = 0, $$ where…
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…
There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…
In a real Hilbert space, we consider two classical problems: the global minimization of a smooth and convex function $f$ (i.e., a convex optimization problem) and finding the zeros of a monotone and continuous operator $V$ (i.e., a monotone…
In this paper we propose new numerical algorithms in the setting of unconstrained optimization problems and we study the rate of convergence in the iterates of the objective function. Furthermore, our algorithms are based upon splitting and…
We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…
We investigate the convergence rates of the trajectories generated by implicit first and second order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz…
In this work, we approach the problem of finding the zeros of a continuous and monotone operator through a second-order dynamical system with a damping term of the form $1/t^{r}$, where $r\in [0, 1]$. The system features the time derivative…
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…
Treating optimization methods as dynamical systems can be traced back centuries ago in order to comprehend the notions and behaviors of optimization methods. Lately, this mind set has become the driving force to design new optimization…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
Computing tasks may often be posed as optimization problems. The objective functions for real-world scenarios are often nonconvex and/or nondifferentiable. State-of-the-art methods for solving these problems typically only guarantee…
In this paper, we propose a class of general second-order primal-dual dynamical systems with Tikhonov regularization and Hessian-driven damping for solving convex-concave bilinear saddle point problems. The proposed dynamical system…