On the Exponential Stability of Primal-Dual Gradient Dynamics

• Published in: IEEE control systems letters Vol. 3; no. 1; pp. 43 - 48
• Main Authors: Qu, Guannan, Li, Na
• Format: Journal Article
• Language: English
• Published: IEEE 01.01.2019
• Subjects: Asymptotic stability; Control theory; Convergence; Lyapunov methods; Optimization; Power system dynamics; Stability; stability of nonlinear systems; Symmetric matrices

Continuous time primal-dual gradient dynamics (PDGD) that find a saddle point of a Lagrangian of an optimization problem have been widely used in systems and control. While the global asymptotic stability of such dynamics has been well-studied, it is less studied whether they are globally exponentia...