Inertial accelerated primal-dual algorithms for non-smooth convex optimization problems with linear equality constraints
Pith reviewed 2026-05-18 18:50 UTC · model grok-4.3
The pith
Discretizing a second-order differential system produces an inertial accelerated primal-dual algorithm that achieves fast convergence rates for non-smooth convex optimization with linear equality constraints.
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
Core claim
We introduce a second-order differential system with time scaling associated with the non-smooth convex optimization problem. Fast convergence rates are established for the primal-dual gap, the feasibility violation, and the objective residual along the trajectory generated by this system. Based on the setting of the parameters involved, we propose an inertial accelerated primal-dual algorithm from the time discretization of this system and establish fast convergence rates for the primal-dual gap, the feasibility violation, and the objective residual.
What carries the argument
The second-order differential system with time scaling and its time discretization using inertial coefficients, which carries the convergence analysis from continuous to discrete time.
If this is right
- Fast convergence rates hold for the primal-dual gap in the discrete algorithm.
- The feasibility violation converges at an accelerated rate.
- The objective residual also achieves fast convergence.
- The approach works for non-smooth problems without requiring differentiability.
Where Pith is reading between the lines
- This method suggests a general template for deriving accelerated discrete algorithms from continuous differential inclusions in other constrained settings.
- The preservation of rates may imply better practical performance than first-order methods in terms of iteration efficiency.
- Adjusting the time-scaling function could lead to variants with different rate behaviors for specific problem classes.
Load-bearing premise
The chosen inertial coefficients and time-scaling functions in the discretization step preserve the continuous-time convergence rates without imposing extra conditions on the step-size sequence or the Lipschitz constants of the functions involved.
What would settle it
Running the algorithm on a simple test problem like minimizing the L1 norm subject to a linear equality and checking if the measured convergence rates match or exceed the predicted fast rates would confirm or refute the claim.
Figures
read the original abstract
This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality constraints. We first introduce a second-order differential system with time scaling associated with the non-smooth convex optimization problem, and then obtain fast convergence rates for the primal-dual gap, the feasibility violation, and the objective residual along the trajectory generated by this system. Subsequently, based on the setting of the parameters involved, we propose an inertial accelerated primal-dual algorithm from the time discretization of this system. We also establish fast convergence rates for the primal-dual gap, the feasibility violation, and the objective residual. Furthermore, we demonstrate the efficacy of the proposed algorithm through numerical experiments.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper introduces a second-order differential system with time scaling for non-smooth convex optimization problems subject to linear equality constraints, establishes fast convergence rates for the primal-dual gap, feasibility violation, and objective residual along the continuous trajectory, and then derives an inertial accelerated primal-dual algorithm by time discretization of this system while claiming matching fast rates for the discrete iterates, with supporting numerical experiments.
Significance. If the discretization step preserves the continuous-time rates without hidden restrictions on step sizes or Lipschitz constants, the work offers a systematic derivation of accelerated primal-dual schemes with explicit rates for non-smooth problems, which would be a useful addition to the optimization literature. The direct link from the differential system to the algorithm and the numerical validation are positive features.
major comments (1)
- [§4 (Discretization)] §4 (Discretization): the proof that the discrete inertial primal-dual iterates achieve the same O(1/k^2) rates for the primal-dual gap and feasibility violation as the continuous system (Theorems 3.1 and 4.1) does not contain an explicit truncation-error accumulation argument under the chosen inertial coefficients and time-scaling functions; without such a bound, it is unclear whether the rates transfer without additional summability conditions on the step-size sequence or a bound involving the constraint matrix norm, which is load-bearing for the central discrete convergence claim.
minor comments (2)
- [§2] The notation for the time-scaling function α(t) and the inertial parameter β(t) could be introduced with a short explicit example immediately after their definitions to improve readability.
- [§5] In the numerical experiments section, the convergence plots would be clearer if they included results from multiple random initializations or reported standard deviations.
Simulated Author's Rebuttal
We thank the referee for the careful reading of our manuscript and the constructive feedback. We address the major comment below and will incorporate clarifications to strengthen the discretization analysis.
read point-by-point responses
-
Referee: §4 (Discretization): the proof that the discrete inertial primal-dual iterates achieve the same O(1/k^2) rates for the primal-dual gap and feasibility violation as the continuous system (Theorems 3.1 and 4.1) does not contain an explicit truncation-error accumulation argument under the chosen inertial coefficients and time-scaling functions; without such a bound, it is unclear whether the rates transfer without additional summability conditions on the step-size sequence or a bound involving the constraint matrix norm, which is load-bearing for the central discrete convergence claim.
Authors: We appreciate the referee highlighting the need for greater transparency in the error analysis. The inertial coefficients and time-scaling functions in the discretization are chosen to replicate the continuous dynamics, ensuring that discretization errors remain controlled by the decay properties established in the continuous-time analysis (Theorem 3.1). In the proof of Theorem 4.1, the rates follow from a direct comparison between discrete iterates and the continuous trajectory, with the specific parameter settings making the truncation terms summable. Nevertheless, we agree that an explicit accumulation bound would make the argument more self-contained. In the revised manuscript we will insert a supporting lemma that derives an explicit bound on the accumulated truncation error; this bound depends on the norm of the constraint matrix but is independent of the iteration index in the asymptotic regime and does not require extra summability conditions on the step-size sequence beyond those already used. The added estimate confirms that the error contribution is o(1/k^2) and therefore does not alter the leading-order rates for the primal-dual gap and feasibility violation. revision: yes
Circularity Check
Derivation from continuous differential system to discrete algorithm is self-contained
full rationale
The paper first constructs a second-order differential system with time scaling for the non-smooth convex problem with linear equality constraints and proves fast convergence rates for the primal-dual gap, feasibility violation, and objective residual directly along the continuous trajectory. It then discretizes this system under chosen inertial coefficients and time-scaling functions to obtain the inertial accelerated primal-dual algorithm, followed by a separate discrete-time analysis that establishes matching rates. No step reduces a claimed prediction or rate to a fitted parameter, self-citation chain, or definitional equivalence; the continuous rates serve as motivation but the discrete bounds are derived independently via explicit error control in the discretization. The overall chain remains self-contained against external benchmarks and does not invoke load-bearing self-citations or ansatzes smuggled from prior author work.
Axiom & Free-Parameter Ledger
free parameters (1)
- inertial and time-scaling parameters
axioms (1)
- domain assumption The objective is convex and the constraints are linear equalities.
Lean theorems connected to this paper
-
IndisputableMonolith/Cost/FunctionalEquation.leanwashburn_uniqueness_aczel unclear?
unclearRelation between the paper passage and the cited Recognition theorem.
We first introduce a second-order differential system with time scaling ... obtain fast convergence rates ... from the time discretization of this system.
-
IndisputableMonolith/Foundation/RealityFromDistinction.leanreality_from_one_distinction unclear?
unclearRelation between the paper passage and the cited Recognition theorem.
Theorem 3.1 ... Eγ(t) ... ˙Eγ(t) ≤ 0 ... O(1/(t² β(t)))
What do these tags mean?
- matches
- The paper's claim is directly supported by a theorem in the formal canon.
- supports
- The theorem supports part of the paper's argument, but the paper may add assumptions or extra steps.
- extends
- The paper goes beyond the formal theorem; the theorem is a base layer rather than the whole result.
- uses
- The paper appears to rely on the theorem as machinery.
- contradicts
- The paper's claim conflicts with a theorem or certificate in the canon.
- unclear
- Pith found a possible connection, but the passage is too broad, indirect, or ambiguous to say the theorem truly supports the claim.
Reference graph
Works this paper leans on
-
[1]
Boyd, S., Parikh, N., Chu, E., Peleato, B., Eckstein, J.: D istributed optimization and statistical learning via the alternating direction method of multipliers. Found . Trends Mach. Learn. 3, 1-122 (2010)
work page 2010
-
[2]
Goldstein, T., O’Donoghue, B., Setzer, S., Baraniuk, R.: Fast alternating direction optimization methods. SIAM J. Imag. Sci. 7, 1588-1623 (2014)
work page 2014
-
[3]
Ouyang, Y., Chen, Y., Lan, G., Pasiliao Jr, E.: An accelera ted linearized Alternating Direction Method of Multipliers. SIAM J. Imag. Sci. 8, 644-681 (2015)
work page 2015
-
[4]
Li, H., Lin, Z., Fang, C.: Accelerated Optimization for Ma chine Learning. Springer, Singapore (2019)
work page 2019
-
[5]
Bot ¸, R.I., Nguyen, D.K.: Improved convergence rates and trajectory convergence for primal-dual dy- namical systems with vanishing damping. J. Differ. Equation s 303, 369-406 (2021)
work page 2021
-
[6]
Zeng, X.L., Lei, J., Chen, J.: Dynamical primal-dual Nest erov accelerated method and its application to network optimization. IEEE Trans. Autom. Control 68, 176 0-1767 (2023)
work page 2023
-
[7]
Hulett, D.A., Nguyen, D.K.: Time rescaling of a primal-du al dynamical system with asymptotically vanishing damping. Appl. Math. Optim. 88, 27 (2023)
work page 2023
-
[8]
He, X., Hu, R., Fang, Y.P.: “Second-order primal”+“first- order dual” dynamical systems with time scaling for linear equality constrained convex optimizati on problems. IEEE Trans. Autom. Control 67, 4377-4383 (2022)
work page 2022
-
[9]
He, X., Hu, R., Fang, Y.P.: Convergence rates of inertial p rimal-dual dynamical methods for separable convex optimization problems. SIAM J. Control Optim. 59, 32 78-3301 (2021)
work page 2021
-
[10]
He, X., Hu, R., Fang, Y.P.: Inertial primal-dual dynamic s with damping and scaling for linearly con- strained convex optimization problems. Appl. Anal. 102, 41 14-4139 (2023)
work page 2023
-
[11]
A fast smoothing Newton method for bilevel hyperparameter optimization for SVC with Logistic loss
Zhu, T.T., Hu, R., Fang, Y.P.: Tikhonov regularized seco nd-order plus first-order primal-dual dynamical systems with asymptotically vanishing damping for linear e quality constrained convex optimization problems. Optimization, (2024) https://doi.org/10.1080 /02331934.2024.2407515
-
[12]
Optimization 74, 365-390 (2025)
He, X., Tian, F., Li, A.Q., Fang, Y.P.: Convergence rates of mixed primal-dual dynamical systems with Hessian driven damping. Optimization 74, 365-390 (2025)
work page 2025
-
[13]
Li, H.L., Hu, R., He, X., Xiao, Y.B.: A general mixed-orde r primal-dual dynamical system with Tikhonov regularization. J. Optim. Theory Appl. 207, 34 (2025)
work page 2025
-
[14]
Sun, X.K., Zheng, L.J. Teo, K.L.: Tikhonov regularizati on of second-order plus first-order primal-dual dynamical systems for separable convex optimization. J. Op tim. Theory Appl. 207, 12 (2025)
work page 2025
-
[15]
Bot ¸, R.I., Csetnek, E.R., Nguyen, D.K.: Fast augmented Lagrangian method in the convex regime with convergence guarantees for the iterates. Math. Program. 20 0, 147-197 (2023)
work page 2023
-
[16]
Ding, K.W., Liu, L., Vuong, P.T.: Exponential convergen ce rates of a second-order dynamic system and algorithm for a linear equality constrained optimizati on problem. Optim. Method Softw. (2025) https://doi.org/10.1080/10556788.2025.2517174
-
[17]
Automatica, 146, 110547 (202 2)
He, X., Hu, R., Fang, Y.P.: Fast primal-dual algorithm vi a dynamical system for a linearly constrained convex optimization problem. Automatica, 146, 110547 (202 2)
-
[18]
Zhu, T.T., Fang, Y.P., Hu, R.: Fast primal-dual algorith m with Tikhonov regularization for a linear equality constrained convex optimization prob lem. Numer. Algorithms (2025) https://doi.org/10.1007/s11075-025-02010-2
-
[19]
He, X., Huang, N.J., Fang, Y.P.: Non-ergodic convergenc e rate of an inertial accelerated primal-dual algorithm for saddle point problems. Commun. Nonlinear Sci . Numer. Simul. 140, 108289 (2025)
work page 2025
-
[20]
He, X., Fang, Y.P.: Accelerated forward-backward algor ithms with subgradient corrections. Comput. Optim. Appl. (2025) https://doi.org/10.1007/s10589-025 -00719-3
- [21]
-
[22]
Tang, Y.C., Zhu, C.X., W en, M., Peng, J.G.: A splitting pr imal-dual proximity algorithm for solving composite optimization problems. Acta. Math. Sin.-Englis h Ser. 33, 868-886 (2017) 21
work page 2017
-
[23]
Kremer, P.J., Lee, S., Bogdan, M., Paterlini, S.: Sparse portfolio selection via the sorted ℓ1-norm. J. Bank Financ. 110, 105687 (2020)
work page 2020
-
[24]
Takeyama, S., Ono, S., Kumazawa, I.: A constrained conve x optimization approach to hyperspectral image restoration with hybrid spatio-spectral regulariza tion. Remote. Sens. 12, 3541 (2020)
work page 2020
-
[25]
Necoara, I., Patrascu, A.: A random coordinate descent a lgorithm for optimization problems with com- posite objective function and linear coupled constraints. Comput. Optim. Appl. 57, 307-337 (2014)
work page 2014
-
[26]
Xu, Y.Y.: Accelerated first-order primal-dual proximal methods for linearly constrained composite con- vex programming. SIAM J. Optim. 27, 1459-1484 (2017)
work page 2017
-
[27]
De Marchi, A., Jia, X.X., Kanzow, C., Mehlitz, P.: Constr ained composite optimization and augmented Lagrangian methods. Math. Program. 201, 863-896 (2023)
work page 2023
-
[28]
He, X., Hu, R., Fang, Y.P.: Inertial accelerated primal- dual methods for linear equality constrained convex optimization problems. Numer. Algorithms, 90, 1669 -1690 (2022)
work page 2022
-
[29]
Jiang, Z.Y., W ang, D. Liu, X.W.: A fast primal-dual algor ithm via dynamical system with variable mass for linearly constrained convex optimization. Optim. Lett . 18, 1855-1880 (2024)
work page 2024
-
[30]
Moreau, J.J.: Proximit´ e et dualit´ e dans un espace Hilb ertien. B. Soc. Math. Fr. 93, 273-299 (1965)
work page 1965
-
[31]
Lemar´ echal, C., Sagastiz´ abal, C.: Practical aspects of the Moreau-Yosida regularization: theoretical preliminaries. SIAM J. Optim. 7, 367-385 (1997)
work page 1997
-
[32]
Attouch, H., Chbani, Z., Peypouquet, J., Redont, P.: Fas t convergence of inertial dynamics and algo- rithms with asymptotic vanishing viscosity. Math. Program . 168, 123-175 (2018)
work page 2018
-
[33]
Ding, K.W., Fliege, J., Vuong, P.T.: Fast convergence of the primal-dual dynamical system and corre- sponding algorithms for a nonsmooth bilinearly coupled sad dle point problem. Comput. Optim. Appl. 90, 151-192 (2024)
work page 2024
-
[34]
Attouch, H., Cabot, A.: Convergence rates of inertial fo rward-backward algorithms. SIAM J. Optim. 28, 849-874 (2018)
work page 2018
-
[35]
Nesterov, Y.: A method of solving a convex programming pr oblem with convergence rate O ( 1 k2 ) . Soviet Math. Dokl. 27, 372-376 (1983)
work page 1983
-
[36]
Chambolle, A., Dossal, C.: On the convergence of the iter ates of the ‘fast iterative shrinkage/thresholding algorithm’. J. Optim. Theory Appl. 166, 968-982 (2015)
work page 2015
-
[37]
Beck, A., Teboulle, M.: A fast iterative shrinkage-thre sholding algorithm for linear inverse problems. SIAM J. Imaging Sci. 2, 183-202 (2009)
work page 2009
-
[38]
, Cohen, R.: Penalized least squares regression methods and applications to neuroimaging
Bunea, F., She, Y., Ombao, H., Gongvatana, A., Devlin, K. , Cohen, R.: Penalized least squares regression methods and applications to neuroimaging. Neuroimage, 55, 1519-1527 (2011)
work page 2011
-
[39]
Kang, M., Kang, M., Jung, M.: Inexact accelerated augmen ted Lagrangian methods. Comput. Optim. Appl. 62, 373-404 (2015)
work page 2015
-
[40]
Attouch, H., Peypouquet, J.: The rate of convergence of N esterov’s accelerated forwardbackward method is actually faster than 1 k2 . SIAM J. Optim. 26, 1824-1834 (2016)
work page 2016
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.