Feedback stabilization methods for the solution of nonlinear programming problems
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Publication:398644
DOI10.1007/S10957-013-0459-5zbMATH Open1312.90075arXiv1211.1123OpenAlexW2156102486MaRDI QIDQ398644FDOQ398644
Authors: Iasson Karafyllis 
Publication date: 15 August 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Abstract: In this work we show that given a nonlinear programming problem, it is possible to construct a family of dynamical systems defined on the feasible set of the given problem, so that: (a) the equilibrium points are the unknown critical points of the problem, (b) each dynamical system admits the objective function of the problem as a Lyapunov function, and (c) explicit formulae are available without involving the unknown critical points of the problem. The construction of the family of dynamical systems is based on the Control Lyapunov Function methodology, which is used in mathematical control theory for the construction of stabilizing feedback. The knowledge of a dynamical system with the previously mentioned properties allows the construction of algorithms which guarantee global convergence to the set of the critical points.
Full work available at URL: https://arxiv.org/abs/1211.1123
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Cited In (5)
- Time-varying continuous-time optimisation with pre-defined finite-time stability
- Algorithm for Finding Feedback in a Problem with Constraints for One Class of Nonlinear Control Systems
- A proportional-derivative control strategy for restarting the GMRES(\(m\)) algorithm
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