Semi-global exponential stability of augmented primal-dual gradient dynamics for constrained convex optimization

DOI10.1016/j.sysconle.2020.104754zbMath1457.93069arXiv1903.09580OpenAlexW2923772752WikidataQ115566759 ScholiaQ115566759MaRDI QIDQ826739

Guannan Qu, Na Li, Yujie Tang

Publication date: 6 January 2021

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.09580

zbMATH Keywords

exponential stabilityconstrained optimizationprimal-dual dynamics

Mathematics Subject Classification ID

Convex programming (90C25) Exponential stability (93D23)

Related Items (4)

Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions ⋮ Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems ⋮ Stochastic programming with primal-dual dynamics: a mean-field game approach ⋮ A second order primal-dual dynamical system for a convex-concave bilinear saddle point problem

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