Existence results on Lagrange multiplier approach for gradient flows and application to optimization

This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential. Therefore, dissipative numerical methods, which are numerical method...

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Bibliographic Details
Published inarXiv.org
Main Authors Onuma, Kenya, Sato, Shun
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 27.12.2022
Subjects
Criteria
Differential equations
Discretization
Gradient flow
Legislation
Numerical analysis
Numerical integration
Optimization
Ordinary differential equations
Steepest descent method
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Summary:This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential. Therefore, dissipative numerical methods, which are numerical methods replicating the dissipation law, have been studied in the literature. Recently, Cheng, Liu, and Shen proposed a novel dissipative method, the Lagrange multiplier approach, for gradient flows, which is computationally cheaper than existing dissipative methods. Although their efficacy is numerically confirmed in existing studies, the existence results of the Lagrange multiplier approach are not known in the literature. In this paper, we establish some existence results. We prove the existence of the solution under a relatively mild assumption. In addition, by restricting ourselves to a special case, we show some existence and uniqueness results with concrete bounds. As gradient flows also appear in optimization, we further apply the latter results to optimization problems.
ISSN:2331-8422