Stability of primal-dual gradient dynamics and applications to network optimization
From MaRDI portal
Publication:624939
DOI10.1016/j.automatica.2010.08.011zbMath1205.93138OpenAlexW2086929129MaRDI QIDQ624939
Fernando Paganini, Diego Feijer
Publication date: 11 February 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2010.08.011
Convex programming (90C25) Lyapunov and storage functions (93D30) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)
Related Items (36)
Semi-global exponential stability of augmented primal-dual gradient dynamics for constrained convex optimization ⋮ Distributed Linear Programming with Event-Triggered Communication ⋮ Lyapunov stability and generalized invariance principle for nonconvex differential inclusions ⋮ Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems ⋮ Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization over Random Networks with Imperfect Communications ⋮ Proximal gradient flow and Douglas-Rachford splitting dynamics: global exponential stability via integral quadratic constraints ⋮ Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach ⋮ Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions ⋮ Distributed consensus-based solver for semi-definite programming: an optimization viewpoint ⋮ Stability and robustness for saddle-point dynamics through monotone mappings ⋮ On the emergence of oscillations in distributed resource allocation ⋮ Linear convergence of primal-dual gradient methods and their performance in distributed optimization ⋮ A population game approach for dynamic resource allocation problems ⋮ Stochastic programming with primal-dual dynamics: a mean-field game approach ⋮ Distributed optimization with hybrid linear constraints for multi‐agent networks ⋮ Adaptive quadratic optimisation with application to kinematic control of redundant robot manipulators ⋮ Stability of primal-dual gradient dynamics and applications to network optimization ⋮ Distributed gradient algorithm for constrained optimization with application to load sharing in power systems ⋮ Asymptotic convergence of constrained primal-dual dynamics ⋮ Saddle-Point Dynamics: Conditions for Asymptotic Stability of Saddle Points ⋮ Distributed constrained optimization via continuous-time mirror design ⋮ Projected primal-dual gradient flow of augmented Lagrangian with application to distributed maximization of the algebraic connectivity of a network ⋮ Duality and Stability in Complex Multiagent State-Dependent Network Dynamics ⋮ A distributed continuous-time method for non-convex QCQPs ⋮ Distributed convergence to Nash equilibria in two-network zero-sum games ⋮ Acceleration of primal-dual methods by preconditioning and simple subproblem procedures ⋮ Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems ⋮ Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity ⋮ A Lie bracket approximation approach to distributed optimization over directed graphs ⋮ Dynamical Systems Coupled with Monotone Set-Valued Operators: Formalisms, Applications, Well-Posedness, and Stability ⋮ Convergence Rates of Inertial Primal-Dual Dynamical Methods for Separable Convex Optimization Problems ⋮ A multi-scale method for distributed convex optimization with constraints ⋮ Computing over Unreliable Communication Networks ⋮ Distributed coordination for nonsmooth convex optimization via saddle-point dynamics ⋮ Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem ⋮ A primal-dual flow for affine constrained convex optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stability of primal-dual gradient dynamics and applications to network optimization
- Subgradient methods for saddle-point problems
- The mathematics of internet congestion control
- Rate control for communication networks: shadow prices, proportional fairness and stability
- The Impact of Stochastic Noisy Feedback on Distributed Network Utility Maximization
- Dynamical properties of hybrid automata
- A Unifying Passivity Framework for Network Flow Control
This page was built for publication: Stability of primal-dual gradient dynamics and applications to network optimization
