论文标题
可分离凸优化问题的惯性原始双重动力学方法的收敛速率
Convergence Rates of Inertial Primal-Dual Dynamical Methods for Separable Convex Optimization Problems
论文作者
论文摘要
在本文中，我们提出了一个二阶连续二重动力学系统，具有时间依赖的正极阻尼项，用于与线性平等约束的可分离凸优化问题。通过Lyapunov函数方法，我们将提出的动力系统的渐近性质作为$ t \ to+\ infty $。收敛速率是针对阻尼系数的不同选择得出的。我们还表明，在外部扰动下获得的结果是可靠的。
In this paper, we propose a second-order continuous primal-dual dynamical system with time-dependent positive damping terms for a separable convex optimization problem with linear equality constraints. By the Lyapunov function approach, we investigate asymptotic properties of the proposed dynamical system as the time $t\to+\infty$. The convergence rates are derived for different choices of the damping coefficients. We also show that the obtained results are robust under external perturbations.
