2015 Proceedings of the Conference on Control and Its Applications 2015
DOI: 10.1137/1.9781611974072.40
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Convergence of Caratheodory solutions for primal-dual dynamics in constrained concave optimization

Abstract: This paper characterizes the asymptotic convergence properties of the primal-dual dynamics to the solutions of a constrained concave optimization problem using classical notions from stability analysis. We motivate our study by providing an example which rules out the possibility of employing the invariance principle for hybrid automata to analyze the asymptotic convergence. We understand the solutions of the primal-dual dynamics in the Caratheodory sense and establish their existence, uniqueness, and continui… Show more

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Cited by 7 publications
(8 citation statements)
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“…We refer the reader to [41] for a detailed treatment that formalizes its application for primal-dual systems. The former issue is solved in Theorem 10 which makes use of the following additional lemma whose proof can be found in the Appendix.…”
Section: Optimality and Convergencementioning
confidence: 99%
“…We refer the reader to [41] for a detailed treatment that formalizes its application for primal-dual systems. The former issue is solved in Theorem 10 which makes use of the following additional lemma whose proof can be found in the Appendix.…”
Section: Optimality and Convergencementioning
confidence: 99%
“…We solve the latter issue using an invariance principle for Caratheodory systems [40]. We refer the reader to [41] for a detailed treatment that formalizes its application for primal-dual systems. The former issue is solved in Theorem 10 which makes use of the following additional lemma whose proof can be found in the Appendix.…”
Section: Optimality and Convergencementioning
confidence: 99%
“…The underlying premise of such autonomous (or feedback-based) optimization schemes as illustrated in Fig. 1 is that a nonlinear feedback controller induces closed-loop dynamics, usually in the form of simple gradient-or saddle-point flows [11], that steer a steady-state physical system to an optimal state.…”
Section: Introductionmentioning
confidence: 99%