Sliding Modes in Solving Convex Programming Problems

DOI10.1137/S0363012993255880MaRDI QIDQ4388929zbMATH OpenOpenAlexFDO

Authors Michael P. Glazos, Stefen Hui, Stanislaw H. Żak

Publication date 10 May 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012993255880

zbMATH Keywords

convex programmingdifferential inclusionFilippov's trajectoriesnonsmooth penalty functionsliding modestabilitysubdifferential of the penalized functional

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Variable structure systems (93B12) Control/observation systems in abstract spaces (93C25)

Review text

The authors consider a regular convex programming problem in \(R^n\). That means that the objective functional is a \(C^1\) convex function and the admissible set is characterized by a finite set of inequalities for convex functions, also of class \(C^1\), whose gradients are linearly independent on the boundary. Introducing a nonsmooth penalty function the original constrained problem is transformed into a problem of unconstrained minimization. The solution to the latter one is sought as an equilibrium point of Filippov's trajectories of the differential inclusion generated by the subdifferential of the penalized functional. Such a method was earlier applied in the theory of neural networks without rigorous theoretical analysis. The main result of the authors is a rigorous proof of the convergence. The sliding trajectories arising on the boundary of the admissible set, where the penalty term is not differentiable, are also carefully analyzed. Two illustrative examples are provided.

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Cited in

(17)

• Vector method of design of sliding motion and simplex algorithms
• Solving cone-constrained convex programs by differential inclusions
• Sliding mode optimization in dynamic LTI systems
• A continuous method for convex programming problems
• Ideal sliding mode in the problems of convex optimization
• Slide reduction, revisited -- filling the gaps in SVP approximation
• On the dynamics of a differential inclusion built upon a nonconvex constrained minimization problem
• A variable structure convex programming based control approach for a class of uncertain linear systems
• Sliding modes in the solution of a linear-quadratic game problem
• Slide reduction, successive minima and several~applications
• A Slime Mold Solver for Linear Programming Problems
• A discontinuous differential equation for the solution of quadratic programming Problems
• A survey of numerical methods for IVPs of ODEs with discontinuous right-hand side
• Nonlinear averages and convergence of penalty trajectories in convex programming
• Dynamical systems coupled with monotone set-valued operators: formalisms, applications, well-posedness, and stability
• Fundamental matrix solutions of piecewise smooth differential systems
• Support vector classifiers via gradient systems with discontinuous righthand sides

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