由吉洪诺夫项正则化的重球法。值和轨迹的同时收敛

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research 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
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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