High-Resolution Inertial Dynamics with Time-Rescaled Gradients for Nonsmooth Convex Optimization

TL;DR

This paper introduces a high-resolution inertial dynamical system for nonsmooth convex optimization, combining time-rescaling, smoothing, and damping to achieve fast convergence and stability, extending to monotone operators.

Contribution

It proposes a novel high-resolution inertial dynamic with time-varying smoothing and rescaling for nonsmooth convex minimization, providing convergence analysis and extending to monotone operators.

Findings

Energy dissipation leads to fast decay of objective and gradients.

Trajectories converge weakly to minimizers under mild conditions.

Numerical experiments demonstrate parameter effects and advantages over benchmarks.

Abstract

We study nonsmooth convex minimization through a continuous-time dynamical system that can be seen as a high-resolution ODE of Nesterov Accelerated Gradient (NAG) adapted to the nonsmooth case. We apply a time-varying Moreau envelope smoothing to a proper convex lower semicontinuous objective function and introduce a controlled time-rescaling of the gradient, coupled with a Hessian-driven damping term, leading to our proposed inertial dynamic. We provide a well-posedness result for this dynamical system, and construct a Lyapunov energy function capturing the combined effects of inertia, damping, and smoothing. For an appropriate scaling, the energy dissipates and yields fast decay of the objective function and gradient, stabilization of velocities, and weak convergence of trajectories to minimizers under mild assumptions. Conceptually, the system is a nonsmooth high-resolution model of Nesterov's method that clarifies how time-varying smoothing and time rescaling jointly govern acceleration and stability. We further extend the framework to the setting of maximally monotone operators, for which we propose and analyze a corresponding dynamical system and establish analogous convergence results. We also present numerical experiments illustrating the effect of the main parameters and comparing the proposed system with several benchmark dynamics.