由吉洪诺夫项正则化的重球法。值和轨迹的同时收敛

IF 1.3 4区 数学 Q1 MATHEMATICS Evolution Equations and Control Theory Pub Date : 2022-01-01 DOI:10.3934/eect.2022046
Akram Chahid Bagy, Z. Chbani, H. Riahi
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引用次数: 2

摘要

设\begin{document}$ f: {\mathcal H} \rightarrow \mathbb{R} $\end{document}是一个凸可微函数,其解集\begin{document}$ {\rm{argmin}}}\;F $\end{document}是非空的。为了得到问题\begin{document}$ \min_{\mathcal H}f $\end{document}的解,我们考虑二阶动态系统\begin{document}$ \;\ddot{x}(t) +\ alpha \, \dot{x}(t) +\ beta(t) \nabla f(x(t)) + c x(t) = 0 $\end{document},其中\begin{document}$ \beta $\end{document}是一个正函数,使得\begin{document}$ \lim_{t\rightarrow +\infty}\beta(t) = +\infty $\end{document}。通过对\begin{document}$ \beta $\end{document}的一阶和二阶导数施加适当的假设,我们同时证明了在生成的轨迹中目标函数的值以\begin{document}$ {\mathcal O}\big(\frac{1}{\beta(t)}\big) $\end{document}的阶收敛于目标函数的全局最小值,轨迹强收敛于\begin{document}$ {\rm{argmin}}}\的最小范数元素;f $\end{document}和\begin{document}$ \Vert \dot{x}(t)\Vert $\end{document}收敛于零的顺序为\begin{document}$ \mathcal{O} \big(\sqrt{\frac{\dot{\beta}(t)}{\beta (t)} + e^{-\mu t} \big) $\end{document}其中\begin{document}$ \mu。然后,我们给出\begin{document}$ \beta $\end{document}两个选项来说明这些结果。在Moreau正则化技术的基础上,我们将这些结果推广到具有扩展实值的非光滑凸函数。
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The Heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories

Let \begin{document}$ f: {\mathcal H} \rightarrow \mathbb{R} $\end{document} be a convex differentiable function whose solution set \begin{document}$ {{\rm{argmin}}}\; f $\end{document} is nonempty. To attain a solution of the problem \begin{document}$ \min_{\mathcal H}f $\end{document}, we consider the second order dynamic system \begin{document}$ \;\ddot{x}(t) + \alpha \, \dot{x}(t) + \beta (t) \nabla f(x(t)) + c x(t) = 0 $\end{document}, where \begin{document}$ \beta $\end{document} is a positive function such that \begin{document}$ \lim_{t\rightarrow +\infty}\beta(t) = +\infty $\end{document}. By imposing adequate hypothesis on first and second order derivatives of \begin{document}$ \beta $\end{document}, we simultaneously prove that the value of the objective function in a generated trajectory converges in order \begin{document}$ {\mathcal O}\big(\frac{1}{\beta(t)}\big) $\end{document} to the global minimum of the objective function, that the trajectory strongly converges to the minimum norm element of \begin{document}$ {{\rm{argmin}}}\; f $\end{document} and that \begin{document}$ \Vert \dot{x}(t)\Vert $\end{document} converges to zero in order \begin{document}$ \mathcal{O} \big( \sqrt{\frac{\dot{\beta}(t)}{\beta (t)}}+ e^{-\mu t} \big) $\end{document} where \begin{document}$ \mu<\frac{\alpha}2 $\end{document}. We then present two choices of \begin{document}$ \beta $\end{document} to illustrate these results. On the basis of the Moreau regularization technique, we extend these results to non-smooth convex functions with extended real values.

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来源期刊
Evolution Equations and Control Theory
Evolution Equations and Control Theory MATHEMATICS, APPLIED-MATHEMATICS
CiteScore
3.10
自引率
6.70%
发文量
5
期刊介绍: EECT is primarily devoted to papers on analysis and control of infinite dimensional systems with emphasis on applications to PDE''s and FDEs. Topics include: * Modeling of physical systems as infinite-dimensional processes * Direct problems such as existence, regularity and well-posedness * Stability, long-time behavior and associated dynamical attractors * Indirect problems such as exact controllability, reachability theory and inverse problems * Optimization - including shape optimization - optimal control, game theory and calculus of variations * Well-posedness, stability and control of coupled systems with an interface. Free boundary problems and problems with moving interface(s) * Applications of the theory to physics, chemistry, engineering, economics, medicine and biology
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Local null controllability of a class of non-Newtonian incompressible viscous fluids A Newtonian approach to general black holes Riccati-based solution to the optimal control of linear evolution equations with finite memory Controllability results for second-order integro-differential equations with state-dependent delay An anisotropic tempered fractional $ p $-Laplacian model involving logarithmic nonlinearity
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