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A fast continuous time approach with time scaling for nonsmooth convex optimization

A fast continuous time approach with time scaling for nonsmooth convex optimization

Abstract In a Hilbert setting, we study the convergence properties of the second order in time dynamical system combining viscous and Hessian-driven damping with time scaling in relation to the minimization of a nonsmooth and convex function. The system is formulated in terms of the gradient of the Moreau envelope …