Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems

DOI10.1137/20M1371063zbMath1496.90068arXiv1812.00613MaRDI QIDQ5093264

Steven H. Low, Yujie Tang, Andrey Bernstein, Emiliano Dall'Anese

Publication date: 26 July 2022

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

Full work available at URL: https://arxiv.org/abs/1812.00613

zbMATH Keywords

tracking; differential inclusion; nonconvex optimization; gradient methods; time-varying optimization; primal-dual dynamics

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C31: Sensitivity, stability, parametric optimization

49M37: Numerical methods based on nonlinear programming

34A60: Ordinary differential inclusions