Boţ Radu Ioan, Csetnek Ernö Robert, László Szilárd Csaba
Faculty of Mathematics, University of Vienna, Vienna, Austria.
Department of Mathematics, Technical University of Cluj-Napoca, Cluj-Napoca, Romania.
Appl Anal. 2018 Jul 9;99(3):361-378. doi: 10.1080/00036811.2018.1495330. eCollection 2020.
We investigate a second-order dynamical system with variable damping in connection with the minimization of a nonconvex differentiable function. The dynamical system is formulated in the spirit of the differential equation which models Nesterov's accelerated convex gradient method. We show that the generated trajectory converges to a critical point, if a regularization of the objective function satisfies the Kurdyka- Lojasiewicz property. We also provide convergence rates for the trajectory formulated in terms of the Lojasiewicz exponent.
我们研究一个具有可变阻尼的二阶动力系统,该系统与一个非凸可微函数的最小化相关。该动力系统是按照模拟涅斯捷罗夫加速凸梯度法的微分方程的思路构建的。我们证明,如果目标函数的正则化满足库尔迪卡 - 洛贾谢维奇性质,那么所生成的轨迹会收敛到一个临界点。我们还根据洛贾谢维奇指数给出了轨迹的收敛速度。