K. Teo

Inertial Primal-Dual Dynamics Methods Featuring Implicit Hessian-Driven Damping for Convex Optimization Problems in Continuous and Discrete Time

This paper investigates inertial primal-dual dynamics with implicit Hessian-driven damping for strongly convex optimization problems with linear equality constraints. We first establish fast convergence rates for the objective function value error, the feasibility measure, and both the trajectory and its corresponding...