Fast convergence of a primal-dual dynamical system with implicit Hessian damping and Tikhonov regularization

Abstract: This paper proposes two primal-dual dynamical systems for solving linear equality constrained convex optimization problems: one with implicit Hessian damping only, and the other further incorporating Tikhonov regularization. We analyze the fast convergence properties of both dynamical systems and show that they achieve the same convergence rates. Moreover, we show that the trajectory generated by the dynamical system with Tikhonov regularization converges strongly to the minimum-norm solution of the underlying problem. Finally, numerical experiments are conducted to validate the theoretical findings. Interestingly, the trajectories exhibit smooth behavior even when the objective function is only continuously differentiable.