Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping
DOI10.1007/s00245-023-09999-9zbMath1522.37097arXiv2209.06438OpenAlexW4378878692MaRDI QIDQ6166339
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Publication date: 6 July 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.06438
convergence rateaugmented Lagrangian methodtime rescalingLyapunov analysisNesterov's accelerated gradient methoddamped inertial dynamicsprimal-dual dynamical systemtrajectory convergence
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Dynamical systems in optimization and economics (37N40) Approximation methods and numerical treatment of dynamical systems (37M99)
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