Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866909037653655552 |
|---|---|
| author | Zhang, Bohan Zhang, Xiaojun |
| author_facet | Zhang, Bohan Zhang, Xiaojun |
| contents | In this paper, we propose a class of general second-order primal-dual dynamical systems with Tikhonov regularization and Hessian-driven damping for solving convex-concave bilinear saddle point problems. The proposed dynamical system incorporates five general time-varying terms: viscous damping, time scaling, extrapolation, Tikhonov regularization, and Hessian-driven damping parameters. Under suitable parametric conditions, we analyze the asymptotic convergence properties of the dynamical system by constructing appropriate Lyapunov functions. Specifically, we obtain the convergence rate of the primal-dual gap and the boundedness of trajectories in the proposed dynamical system, and provide some integral estimates. Furthermore, we theoretically prove that the trajectories generated by the dynamical system converge strongly to the minimum-norm solution of the saddle point problem, and fully demonstrate that Hessian-driven damping can effectively alleviate oscillations. Finally, numerical experiments are conducted to verify the validity of the above theoretical results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_12223 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems Zhang, Bohan Zhang, Xiaojun Optimization and Control Dynamical Systems In this paper, we propose a class of general second-order primal-dual dynamical systems with Tikhonov regularization and Hessian-driven damping for solving convex-concave bilinear saddle point problems. The proposed dynamical system incorporates five general time-varying terms: viscous damping, time scaling, extrapolation, Tikhonov regularization, and Hessian-driven damping parameters. Under suitable parametric conditions, we analyze the asymptotic convergence properties of the dynamical system by constructing appropriate Lyapunov functions. Specifically, we obtain the convergence rate of the primal-dual gap and the boundedness of trajectories in the proposed dynamical system, and provide some integral estimates. Furthermore, we theoretically prove that the trajectories generated by the dynamical system converge strongly to the minimum-norm solution of the saddle point problem, and fully demonstrate that Hessian-driven damping can effectively alleviate oscillations. Finally, numerical experiments are conducted to verify the validity of the above theoretical results. |
| title | Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems |
| topic | Optimization and Control Dynamical Systems |
| url | https://arxiv.org/abs/2605.12223 |