Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems

Bohan Zhang; Xiaojun Zhang

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arXiv · 2605.12223

Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems

Bohan Zhang·Xiaojun Zhang

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Abstract

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 incorporates five general time-varying terms: viscous damping, time scaling, extrapolation, Tikhonov regularization, and Hessian-driven damping parameters. Under suitable parametric conditions, we analyze the asymptotic convergence properties of the dynamical system by constructing appropriate Lyapunov functions. Specifically, we obtain the convergence rate of the primal-dual gap and the boundedness of trajectories in the proposed dynamical system, and provide some integral estimates. Furthermore, we theoretically prove that the trajectories generated by the dynamical system converge strongly to the minimum-norm solution of the saddle point problem, and fully demonstrate that Hessian-driven damping can effectively alleviate oscillations. Finally, numerical experiments are conducted to verify the validity of the above theoretical results.

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Bohan Zhang, Xiaojun Zhang. 2026-05-12. Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems. https://arxiv.org/abs/2605.12223

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