Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions

DOI10.1016/J.AUTOMATICA.2021.109585MaRDI QIDQ2665083zbMATH OpenOpenAlexWikidataFDO

Authors Zhaojian Wang, Wei Wei, Changhong Zhao, Zhiyuan Ma, Zetian Zheng, Yunfan Zhang, Feng Liu

Publication date 18 November 2021

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.07714

zbMATH Keywords

Clark generalized gradientexponential stabilitynonsmooth optimizationpartial primal-dual gradient dynamics

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Convex programming (90C25) Exponential stability (93D23)

Abstract: In this paper, we investigate the continuous time partial primal-dual gradient dynamics (P-PDGD) for solving convex optimization problems with the form $minlimit{s}_{xinX,yinOmega}f(x)+h(y),extits.t.Ax+By=C$, where $f(x)$ is strongly convex and smooth, but $h(y)$ is strongly convex and non-smooth. Affine equality and set constraints are included. We prove the exponential stability of P-PDGD, and bounds on decaying rates are provided. Moreover, it is also shown that the decaying rates can be regulated by setting the stepsize.

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Cited in

(7)

• Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem
• Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
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