A novel switched systems approach to nonconvex optimisation
Optimization and Control
2026-02-03 v3 Systems and Control
Systems and Control
Abstract
We develop a novel switching dynamics that converges to the Karush-Kuhn-Tucker (KKT) point of a nonlinear optimisation problem. This new approach is particularly notable for its lower dimensionality compared to conventional primal-dual dynamics, as it focuses exclusively on estimating the primal variable. Our method is successfully illustrated on general quadratic optimisation problems, the minimisation of the classical Rosenbrock function, and a nonconvex optimisation problem stemming from the control of energy-efficient buildings.
Keywords
Cite
@article{arxiv.2410.21570,
title = {A novel switched systems approach to nonconvex optimisation},
author = {Joel Ferguson and Saeed Ahmed and Juan E. Machado and Michele Cucuzzella and Jacquelien M. A. Scherpen},
journal= {arXiv preprint arXiv:2410.21570},
year = {2026}
}