Fixed-Time Stable Proximal Dynamical System for Solving MVIPs

DOI10.1109/TAC.2022.3214795MaRDI QIDQ6093234zbMATH OpenOpenAlexFDO

Authors

Publication date 6 October 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.03517

zbMATH Keywords

discretizationfixed-time stabilitymixed variational inequality problem (MVIP)proximal dynamical system

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: In this paper, a novel modified proximal dynamical system is proposed to compute the solution of a mixed variational inequality problem (MVIP) within a fixed time, where the time of convergence is finite and is uniformly bounded for all initial conditions. Under the assumptions of strong monotonicity and Lipschitz continuity, it is shown that a solution of the modified proximal dynamical system exists, is uniquely determined, and converges to the unique solution of the associated MVIP within a fixed time. Furthermore, the fixed-time stability of the modified projected dynamical system continues to hold, even if the assumption of strong monotonicity is relaxed to that of strong pseudomonotonicity. Finally, it is shown that the solution obtained using the forward-Euler discretization of the proposed modified proximal dynamical system converges to an arbitrarily small neighborhood of the solution of the associated MVIP within a fixed number of time steps, independent of the initial conditions.

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(11)

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• Fixed-time neural networks with time-invariant and time-varying coefficients for mixed variational inequalities
• A new fixed-time stability of neural network to solve split convex feasibility problems
• A proximal neurodynamic model for a system of non-linear inverse mixed variational inequalities
• Finite-time nonconvex optimization using time-varying dynamical systems
• Numerical analysis of the projection dynamics and their associated mean field control
• Predefined-time robust gradient neural network for solving absolute value equations
• A fixed-time stable forward-backward dynamical system for solving generalized monotone inclusions
• Neurodynamic optimization algorithm for split equality problems and application to sparse signal recovery
• Distributed optimal coordination of multi-agent systems with coupled objective functions: a fixed-time estimation-based approach
• Fixed-time neurodynamic optimization approach with time-varying coefficients to variational inequality problems and applications

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