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具有蒂霍诺夫正则化和时间尺度变换的二阶动力学

Second Order Dynamics Featuring Tikhonov Regularization and Time Scaling.

作者信息

Csetnek Ernö Robert, Karapetyants Mikhail A

机构信息

Faculty of Mathematics, University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna, Austria.

出版信息

J Optim Theory Appl. 2024;202(3):1385-1420. doi: 10.1007/s10957-024-02500-8. Epub 2024 Aug 21.

Abstract

In a Hilbert setting we aim to study a second order in time differential equation, combining viscous and Hessian-driven damping, containing a time scaling parameter function and a Tikhonov regularization term. The dynamical system is related to the problem of minimization of a nonsmooth convex function. In the formulation of the problem as well as in our analysis we use the Moreau envelope of the objective function and its gradient and heavily rely on their properties. We show that there is a setting where the newly introduced system preserves and even improves the well-known fast convergence properties of the function and Moreau envelope along the trajectories and also of the gradient of Moreau envelope due to the presence of time scaling. Moreover, in a different setting we prove strong convergence of the trajectories to the element of minimal norm from the set of all minimizers of the objective. The manuscript concludes with various numerical results.

摘要

在希尔伯特空间的设定下,我们旨在研究一个二阶时间微分方程,它结合了粘性阻尼和黑塞驱动阻尼,包含一个时间缩放参数函数和一个蒂霍诺夫正则化项。该动力系统与一个非光滑凸函数的最小化问题相关。在问题的表述以及我们的分析中,我们使用目标函数的莫罗包络及其梯度,并严重依赖于它们的性质。我们表明,在一种设定下,新引入的系统由于时间缩放的存在,不仅保留了函数和莫罗包络沿轨迹的著名快速收敛性质,甚至还改善了这些性质,对于莫罗包络的梯度也是如此。此外,在另一种设定下,我们证明了轨迹从目标函数所有极小值点的集合强收敛到最小范数元素。手稿最后给出了各种数值结果。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/fb56/11374887/cdb238a689b7/10957_2024_2500_Fig1_HTML.jpg

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