Asymptotic convergence of constrained primal-dual dynamics
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Publication:899447
Abstract: This paper studies the asymptotic convergence properties of the primal-dual dynamics designed for solving constrained concave optimization problems using classical notions from stability analysis. We motivate the need for this study by providing an example that rules out the possibility of employing the invariance principle for hybrid automata to study asymptotic convergence. We understand the solutions of the primal-dual dynamics in the Caratheodory sense and characterize their existence, uniqueness, and continuity with respect to the initial condition. We use the invariance principle for discontinuous Caratheodory systems to establish that the primal-dual optimizers are globally asymptotically stable under the primal-dual dynamics and that each solution of the dynamics converges to an optimizer.
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- A primal-dual flow for affine constrained convex optimization
- Passivity-based generalization of primal-dual dynamics for non-strictly convex cost functions
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- Distributed dynamics for aggregative games: Robustness and privacy guarantees
- Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
- Primal-dual method for optimization problems with changing constraints
- Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions
- Proximal gradient flow and Douglas-Rachford splitting dynamics: global exponential stability via integral quadratic constraints
- Stable Convergence of a Primal-Dual Method for Multi-agent Optimization Problems
- Semi-global exponential stability of augmented primal-dual gradient dynamics for constrained convex optimization
- Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods
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- Semiglobal exponential stability of the discrete-time Arrow-Hurwicz-Uzawa primal-dual algorithm for constrained optimization
- Dynamical systems coupled with monotone set-valued operators: formalisms, applications, well-posedness, and stability
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