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Honglu Li

Publications and source records attributed to Honglu Li.

2 recordsLinked to original sources

Strong convergence of a slowly damped primal-dual dynamical system with general time-scaling, Tikhonov regularization and implicit Hessian damping

This paper proposes a novel mixed-order inertial primal-dual dynamical system with general time-scaling and Tikhonov regularization coefficients, together with implicit Hessian damping, for solving convex optimization problems with linear equality constraints in Hilbert spaces. The proposed dynamical system incorporates slowly vanishing viscous damping and is developed based on a time-dependent Tikhonov-regularized Lagrangian. Under suitable assumptions, we establish fast convergence rates for the objective residual, the feasibility violation, and the primal-dual gap using a Lyapunov analysis. Moreover, we prove that the generated primal-dual trajectory converges strongly to the minimum-norm primal-dual solution. Numerical experiments illustrate the theoretical results and indicate improved convergence performance relative to the comparison dynamical systems.

math.OC↗

A General Mixed-Order Primal-Dual Dynamical System with Tikhonov Regularization

In a Hilbert space, we propose a class of general mixed-order primal-dual dynamical systems with Tikhonov regularization for a convex optimization problem with linear equality constraints. The proposed dynamical system is characterized by three time-dependent parameters, i.e., general viscous damping, time scaling, and Tikhonov regularization coefficients, which can incorporate as special cases some existing mixed-order primal-dual dynamical systems in the literature. With some appropriate conditions on the parameters, we analyze by constructing suitable Lyapunov functions the asymptotic convergence properties of the proposed dynamical system, where a convergence rate of O(1/(t^2β(t))) for the objective function error and a convergence rate of o(1/β(t)) for the primal-dual gap are established. Moreover, we further prove the strong convergence of the trajectory generated by the proposed dynamical system. Finally, we carry out some numerical experiments to illustrate the obtained theoretical results of the proposed dynamical system.

math.OC↗