Convergence rates of mixed primal-dual dynamical systems with Hessian driven damping

X He, F Tian, A Li, YP Fang - Optimization, 2023 - Taylor & Francis
For a linear equality constrained convex optimization problem, we initially propose a mixed
primal-dual dynamical system with Hessian driven damping. This dynamical system …

Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems

X He, R Hu, YP Fang - Applicable Analysis, 2023 - Taylor & Francis
We propose an inertial primal-dual dynamic with damping and scaling coefficients, which
involves inertial terms both for primal and dual variables, for a linearly constrained convex …

Neurodynamic approaches for multi-agent distributed optimization

L Guo, I Korovin, S Gorbachev, X Shi, N Gorbacheva… - Neural Networks, 2024 - Elsevier
This paper considers a class of multi-agent distributed convex optimization with a common
set of constraints and provides several continuous-time neurodynamic approaches. In …

A Second Order Primal–Dual Dynamical System for a Convex–Concave Bilinear Saddle Point Problem

X He, R Hu, Y Fang - Applied Mathematics & Optimization, 2024 - Springer
The class of convex–concave bilinear saddle point problems encompasses many important
convex optimization models arising in a wide array of applications. The most of existing …

A fast primal-dual algorithm via dynamical system with variable mass for linearly constrained convex optimization

Z Jiang, D Wang, X Liu - Optimization Letters, 2024 - Springer
We aim to solve the linearly constrained convex optimization problem whose objective
function is the sum of a differentiable function and a non-differentiable function. We first …

Accelerated Primal-Dual Proximal Gradient Splitting Methods for Convex-Concave Saddle-Point Problems

H Luo - arXiv preprint arXiv:2407.20195, 2024 - arxiv.org
In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters
and Bregman divergences, we propose new accelerated primal-dual proximal gradient …

A continuous perspective on the inertial corrected primal-dual proximal splitting

H Luo - arXiv preprint arXiv:2405.14098, 2024 - arxiv.org
We give a continuous perspective on the Inertial Corrected Primal-Dual Proximal Splitting
(IC-PDPS) proposed by Valkonen ({\it SIAM J. Optim.}, 30 (2): 1391--1420, 2020) for solving …

Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex Optimization Problems

IK Ozaslan, P Patrinos, MR Jovanović - arXiv preprint arXiv:2408.15969, 2024 - arxiv.org
We examine stability properties of primal-dual gradient flow dynamics for composite convex
optimization problems with multiple, possibly nonsmooth, terms in the objective function …

On the simultaneous convergence of values and trajectories of continuous inertial dynamics with Tikhonov regularization to solve convex minimization with affine …

Z Chbani, H Riahi, F Battahi - 2024 - hal.science
In this paper, we propose in a Hilbertian setting a second-order time-continuous dynamic
system with fast convergence guarantees to solve structured convex minimization problems …

Tikhonov regularization of second-order plus first-order primal-dual dynamical systems for separable convex optimization

X Sun, L Zheng, KL Teo - arXiv preprint arXiv:2408.06884, 2024 - arxiv.org
This paper deals with a Tikhonov regularized second-order plus first-order primal-dual
dynamical system with time scaling for separable convex optimization problems with linear …