Abstract
We propose an inertial primal-dual dynamic with damping and scaling coefficients, which involves inertial terms both for primal and dual variables, for a linearly constrained convex optimization problem in a Hilbert setting. With different choices of damping and scaling coefficients, by a Lyapunov analysis approach, we investigate the asymptotic properties of the dynamic and prove its fast convergence results. Our results can be viewed as extensions of the existing ones on inertial dynamical systems for the unconstrained convex optimization problem to the primal-dual one for the linearly constrained convex optimization problem.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
