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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2411.17656 |
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| _version_ | 1866916926329978880 |
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| author | Battahi, Fouad Chbani, Zaki Niederländer, Simon K. Riahi, Hassan |
| author_facet | Battahi, Fouad Chbani, Zaki Niederländer, Simon K. Riahi, Hassan |
| contents | In a real Hilbert space setting, we investigate the asymptotic behavior of the solutions of the classical Arrow-Hurwicz differential system combined with Tikhonov regularizing terms. Under some newly proposed conditions on the Tikhonov terms involved, we show that the solutions of the regularized Arrow-Hurwicz differential system strongly converge toward the element of least norm within its set of zeros. Moreover, we provide fast asymptotic decay rate estimates for the so-called primal-dual gap function and the norm of the solutions' velocity. If, in addition, the Tikhonov regularizing terms are decreasing, we provide some refined estimates in the sense of an exponentially weighted moving average. Under the additional assumption that the governing operator of the Arrow-Hurwicz differential system satisfies a reverse Lipschitz condition, we further provide a fast rate of strong convergence of the solutions toward the unique zero. We conclude our study by deriving the corresponding decay rate estimates with respect to the so-called viscosity curve. Numerical experiments illustrate our theoretical findings. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_17656 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Asymptotic behavior of the Arrow-Hurwicz differential system with Tikhonov regularization Battahi, Fouad Chbani, Zaki Niederländer, Simon K. Riahi, Hassan Optimization and Control In a real Hilbert space setting, we investigate the asymptotic behavior of the solutions of the classical Arrow-Hurwicz differential system combined with Tikhonov regularizing terms. Under some newly proposed conditions on the Tikhonov terms involved, we show that the solutions of the regularized Arrow-Hurwicz differential system strongly converge toward the element of least norm within its set of zeros. Moreover, we provide fast asymptotic decay rate estimates for the so-called primal-dual gap function and the norm of the solutions' velocity. If, in addition, the Tikhonov regularizing terms are decreasing, we provide some refined estimates in the sense of an exponentially weighted moving average. Under the additional assumption that the governing operator of the Arrow-Hurwicz differential system satisfies a reverse Lipschitz condition, we further provide a fast rate of strong convergence of the solutions toward the unique zero. We conclude our study by deriving the corresponding decay rate estimates with respect to the so-called viscosity curve. Numerical experiments illustrate our theoretical findings. |
| title | Asymptotic behavior of the Arrow-Hurwicz differential system with Tikhonov regularization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2411.17656 |