{"title":"由吉洪诺夫项正则化的重球法。值和轨迹的同时收敛","authors":"Akram Chahid Bagy, Z. Chbani, H. Riahi","doi":"10.3934/eect.2022046","DOIUrl":null,"url":null,"abstract":"<p style='text-indent:20px;'>Let <inline-formula><tex-math id=\"M1\">\\begin{document}$ f: {\\mathcal H} \\rightarrow \\mathbb{R} $\\end{document}</tex-math></inline-formula> be a convex differentiable function whose solution set <inline-formula><tex-math id=\"M2\">\\begin{document}$ {{\\rm{argmin}}}\\; f $\\end{document}</tex-math></inline-formula> is nonempty. To attain a solution of the problem <inline-formula><tex-math id=\"M3\">\\begin{document}$ \\min_{\\mathcal H}f $\\end{document}</tex-math></inline-formula>, we consider the second order dynamic system <inline-formula><tex-math id=\"M4\">\\begin{document}$ \\;\\ddot{x}(t) + \\alpha \\, \\dot{x}(t) + \\beta (t) \\nabla f(x(t)) + c x(t) = 0 $\\end{document}</tex-math></inline-formula>, where <inline-formula><tex-math id=\"M5\">\\begin{document}$ \\beta $\\end{document}</tex-math></inline-formula> is a positive function such that <inline-formula><tex-math id=\"M6\">\\begin{document}$ \\lim_{t\\rightarrow +\\infty}\\beta(t) = +\\infty $\\end{document}</tex-math></inline-formula>. By imposing adequate hypothesis on first and second order derivatives of <inline-formula><tex-math id=\"M7\">\\begin{document}$ \\beta $\\end{document}</tex-math></inline-formula>, we simultaneously prove that the value of the objective function in a generated trajectory converges in order <inline-formula><tex-math id=\"M8\">\\begin{document}$ {\\mathcal O}\\big(\\frac{1}{\\beta(t)}\\big) $\\end{document}</tex-math></inline-formula> to the global minimum of the objective function, that the trajectory strongly converges to the minimum norm element of <inline-formula><tex-math id=\"M9\">\\begin{document}$ {{\\rm{argmin}}}\\; f $\\end{document}</tex-math></inline-formula> and that <inline-formula><tex-math id=\"M10\">\\begin{document}$ \\Vert \\dot{x}(t)\\Vert $\\end{document}</tex-math></inline-formula> converges to zero in order <inline-formula><tex-math id=\"M11\">\\begin{document}$ \\mathcal{O} \\big( \\sqrt{\\frac{\\dot{\\beta}(t)}{\\beta (t)}}+ e^{-\\mu t} \\big) $\\end{document}</tex-math></inline-formula> where <inline-formula><tex-math id=\"M12\">\\begin{document}$ \\mu<\\frac{\\alpha}2 $\\end{document}</tex-math></inline-formula>. We then present two choices of <inline-formula><tex-math id=\"M13\">\\begin{document}$ \\beta $\\end{document}</tex-math></inline-formula> to illustrate these results. On the basis of the Moreau regularization technique, we extend these results to non-smooth convex functions with extended real values.</p>","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"The Heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories\",\"authors\":\"Akram Chahid Bagy, Z. Chbani, H. Riahi\",\"doi\":\"10.3934/eect.2022046\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p style='text-indent:20px;'>Let <inline-formula><tex-math id=\\\"M1\\\">\\\\begin{document}$ f: {\\\\mathcal H} \\\\rightarrow \\\\mathbb{R} $\\\\end{document}</tex-math></inline-formula> be a convex differentiable function whose solution set <inline-formula><tex-math id=\\\"M2\\\">\\\\begin{document}$ {{\\\\rm{argmin}}}\\\\; f $\\\\end{document}</tex-math></inline-formula> is nonempty. To attain a solution of the problem <inline-formula><tex-math id=\\\"M3\\\">\\\\begin{document}$ \\\\min_{\\\\mathcal H}f $\\\\end{document}</tex-math></inline-formula>, we consider the second order dynamic system <inline-formula><tex-math id=\\\"M4\\\">\\\\begin{document}$ \\\\;\\\\ddot{x}(t) + \\\\alpha \\\\, \\\\dot{x}(t) + \\\\beta (t) \\\\nabla f(x(t)) + c x(t) = 0 $\\\\end{document}</tex-math></inline-formula>, where <inline-formula><tex-math id=\\\"M5\\\">\\\\begin{document}$ \\\\beta $\\\\end{document}</tex-math></inline-formula> is a positive function such that <inline-formula><tex-math id=\\\"M6\\\">\\\\begin{document}$ \\\\lim_{t\\\\rightarrow +\\\\infty}\\\\beta(t) = +\\\\infty $\\\\end{document}</tex-math></inline-formula>. By imposing adequate hypothesis on first and second order derivatives of <inline-formula><tex-math id=\\\"M7\\\">\\\\begin{document}$ \\\\beta $\\\\end{document}</tex-math></inline-formula>, we simultaneously prove that the value of the objective function in a generated trajectory converges in order <inline-formula><tex-math id=\\\"M8\\\">\\\\begin{document}$ {\\\\mathcal O}\\\\big(\\\\frac{1}{\\\\beta(t)}\\\\big) $\\\\end{document}</tex-math></inline-formula> to the global minimum of the objective function, that the trajectory strongly converges to the minimum norm element of <inline-formula><tex-math id=\\\"M9\\\">\\\\begin{document}$ {{\\\\rm{argmin}}}\\\\; f $\\\\end{document}</tex-math></inline-formula> and that <inline-formula><tex-math id=\\\"M10\\\">\\\\begin{document}$ \\\\Vert \\\\dot{x}(t)\\\\Vert $\\\\end{document}</tex-math></inline-formula> converges to zero in order <inline-formula><tex-math id=\\\"M11\\\">\\\\begin{document}$ \\\\mathcal{O} \\\\big( \\\\sqrt{\\\\frac{\\\\dot{\\\\beta}(t)}{\\\\beta (t)}}+ e^{-\\\\mu t} \\\\big) $\\\\end{document}</tex-math></inline-formula> where <inline-formula><tex-math id=\\\"M12\\\">\\\\begin{document}$ \\\\mu<\\\\frac{\\\\alpha}2 $\\\\end{document}</tex-math></inline-formula>. We then present two choices of <inline-formula><tex-math id=\\\"M13\\\">\\\\begin{document}$ \\\\beta $\\\\end{document}</tex-math></inline-formula> to illustrate these results. On the basis of the Moreau regularization technique, we extend these results to non-smooth convex functions with extended real values.</p>\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.3934/eect.2022046\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3934/eect.2022046","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
The Heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories
Let \begin{document}$ 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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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.
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