Asymptotic convergence of constrained primal–dual dynamics

• Published in: Systems & control letters Vol. 87; no. C; pp. 10 - 15
• Main Authors: Cherukuri, Ashish, Mallada, Enrique, Cortés, Jorge
• Format: Journal Article
• Language: English
• Published: Netherlands Elsevier B.V 01.01.2016; Elsevier
• Subjects: Caratheodory solutions; Constrained optimization; Discontinuous dynamics; Primal–dual dynamics; Saddle points; Discontinuous dynamics; Primal–dual dynamics; Caratheodory solutions; Saddle points; Constrained optimization

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...