Parametric well-posedness for variational inequalities defined by bifunctions

AbstractIn this paper we introduce the concepts of parametric well-posedness for Stampacchia and Minty variational inequalities defined by bifunctions. We establish some metric characterizations of parametric well-posedness. Under suitable conditions, we prove that the parametric well-posedness is equivalent to the existence and uniqueness of solutions to these variational inequalities

Fast convergence of primal-dual dynamics and algorithms with time scaling for linear equality constrained convex optimization problems

We propose a primal-dual dynamic with time scaling for a linear equality constrained convex optimization problem, which consists of a second-order ODE for the primal variable and a first-order ODE for the dual variable. Without assuming strong convexity, we prove its fast convergence property and show that the obtained fast convergence property is preserved under a small perturbation. We also develop an inexact primal-dual algorithm derived by a time discretization, and derive the fast convergence property matching that of the underlying dynamic. Finally, we give numerical experiments to illustrate the validity of the proposed algorithm

Fast primal-dual algorithms via dynamics for linearly constrained convex optimization problems

By time discretization of a primal-dual dynamical system, we propose an inexact primal-dual algorithm, linked to the Nesterov's acceleration scheme, for the linear equality constrained convex optimization problem. We also consider an inexact linearized primal-dual algorithm for the composite problem with linear constrains. Under suitable conditions, we show that these algorithms enjoy fast convergence properties. Finally, we study the convergence properties of the primal-dual dynamical system to better understand the accelerated schemes of the proposed algorithms. We also report numerical experiments to demonstrate the effectiveness of the proposed algorithms

Characterizations of alphaalpha-well-posedness for parametric quasivariational inequalities defined by bifunctions

The purpose of this paper is to investigate the well-posedness issue of parametric quasivariational inequalities defined by bifunctions. We generalize the concept of $alpha$-well-posedness to parametric quasivariational inequalities having a unique solution and derive some characterizations of $alpha$-well-posedness. The corresponding concepts of $alpha$-well-posedness in the generalized sense are also introduced and investigated for the problems having more than one solution. Finally, we give some sufficient conditions for $alpha$-well-posedness of parametric quasivariational inequalities

Tikhonov regularized second-order plus first-order primal-dual dynamical systems with asymptotically vanishing damping for linear equality constrained convex optimization problems

In this paper, in the setting of Hilbert spaces, we consider a Tikhonov regularized second-order plus first-order primal-dual dynamical system with asymptotically vanishing damping for a linear equality constrained convex optimization problem. The convergence properties of the proposed dynamical system depend heavily upon the choice of the Tikhonov regularization parameter. When the Tikhonov regularization parameter decreases rapidly to zero, we establish the fast convergence rates of the primal-dual gap, the objective function error, the feasibility measure, and the gradient norm of the objective function along the trajectory generated by the system. When the Tikhonov regularization parameter tends slowly to zero, we prove that the primal trajectory of the Tikhonov regularized dynamical system converges strongly to the minimal norm solution of the linear equality constrained convex optimization problem. Numerical experiments are performed to illustrate the efficiency of our approach