Second Order Dynamics Featuring Tikhonov Regularization and Time Scaling
研究了一个结合粘性阻尼和海森阻尼的二阶微分方程,包含时间缩放参数和Tikhonov正则化项,用于最小化非光滑凸函数,证明了轨迹的快速收敛性和强收敛性。
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.