English

On Weakly Contracting Dynamics for Convex Optimization

Optimization and Control 2024-05-17 v2 Dynamical Systems

Abstract

We analyze the convergence behavior of \emph{globally weakly} and \emph{locally strongly contracting} dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence to the equilibrium is \emph{linear-exponential}, in the sense that the distance between each solution and the equilibrium is upper bounded by a function that first decreases linearly and then exponentially. As we show, the linear-exponential dependency arises naturally in certain dynamics with saturations. Additionally, we provide a sufficient condition for local input-to-state stability. Finally, we illustrate our results on, and propose a conjecture for, continuous-time dynamical systems solving linear programs.

Keywords

Cite

@article{arxiv.2403.07572,
  title  = {On Weakly Contracting Dynamics for Convex Optimization},
  author = {Veronica Centorrino and Alexander Davydov and Anand Gokhale and Giovanni Russo and Francesco Bullo},
  journal= {arXiv preprint arXiv:2403.07572},
  year   = {2024}
}

Comments

16 pages, 4 Figures

R2 v1 2026-06-28T15:17:09.286Z