{"title":"二阶惯性增广拉格朗日动力系统对凸优化问题的收敛速度","authors":"Zhiran Gao, Chang-jie Fang","doi":"10.1117/12.2679156","DOIUrl":null,"url":null,"abstract":"In this work, we come up with a continuous-time second order inertial augmented Lagrangian dynamical system with damping function for solving convex optimization problems with affine equality constraints with three variables. The constrained optimization problem can be transformed into unconstrained optimization problem by using the augmented Lagrange function method. By using Lyapunov analysis method, the asymptotic properties of the dynamic system at t → ∞ is studied and the convergence rates are established when the damping coefficients are different situations.","PeriodicalId":301595,"journal":{"name":"Conference on Pure, Applied, and Computational Mathematics","volume":"105 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Convergence rate of the second order inertia augmented Lagrangian dynamical system for convex optimization problem\",\"authors\":\"Zhiran Gao, Chang-jie Fang\",\"doi\":\"10.1117/12.2679156\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this work, we come up with a continuous-time second order inertial augmented Lagrangian dynamical system with damping function for solving convex optimization problems with affine equality constraints with three variables. The constrained optimization problem can be transformed into unconstrained optimization problem by using the augmented Lagrange function method. By using Lyapunov analysis method, the asymptotic properties of the dynamic system at t → ∞ is studied and the convergence rates are established when the damping coefficients are different situations.\",\"PeriodicalId\":301595,\"journal\":{\"name\":\"Conference on Pure, Applied, and Computational Mathematics\",\"volume\":\"105 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-06-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Conference on Pure, Applied, and Computational Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1117/12.2679156\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Conference on Pure, Applied, and Computational Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1117/12.2679156","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Convergence rate of the second order inertia augmented Lagrangian dynamical system for convex optimization problem
In this work, we come up with a continuous-time second order inertial augmented Lagrangian dynamical system with damping function for solving convex optimization problems with affine equality constraints with three variables. The constrained optimization problem can be transformed into unconstrained optimization problem by using the augmented Lagrange function method. By using Lyapunov analysis method, the asymptotic properties of the dynamic system at t → ∞ is studied and the convergence rates are established when the damping coefficients are different situations.