English
Related papers

Related papers: Convergence results for continuous-time dynamics a…

200 papers

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

This work examines the conditions for asymptotic and exponential convergence of saddle flow dynamics of convex-concave functions. First, we propose an observability-based certificate for asymptotic convergence, directly bridging the gap…

Optimization and Control · Mathematics 2024-09-10 Pengcheng You , Yingzhu Liu , Enrique Mallada

This paper studies the dynamics of families of monotone nonautonomous neutral functional differential equations with nonautonomous operator, of great importance for their applications to the study of the long-term behavior of the…

Dynamical Systems · Mathematics 2020-04-06 Sylvia Novo , Rafael Obaya , Victor M. Villarragut

Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…

Optimization and Control · Mathematics 2024-12-31 Ruinan Jin , Xiaoyu Wang , Baoxiang Wang

This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…

Optimization and Control · Mathematics 2017-10-06 Feng Xiao , Yang Shi , Wei Ren

There have been many recent efforts to study accelerated optimization algorithms from the perspective of dynamical systems. In this paper, we focus on the robustness properties of the time-varying continuous-time version of these dynamics.…

Optimization and Control · Mathematics 2019-10-04 Jorge I. Poveda , Na Li

For the stochastic multi-armed bandit (MAB) problem from a constrained model that generalizes the classical one, we show that an asymptotic optimality is achievable by a simple strategy extended from the $\epsilon_t$-greedy strategy. We…

Optimization and Control · Mathematics 2018-05-04 Hyeong Soo Chang

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

Dynamical Systems · Mathematics 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Optimization and Control · Mathematics 2025-01-28 Hedy Attouch , Radu Ioan Bot , Dang-Khoa Nguyen

We study discrete dynamical systems through the topological concepts of limit set, which consists of all points that can be reached arbitrarily late, and asymptotic set, which consists of all adhering values of orbits. In particular, we…

Dynamical Systems · Mathematics 2011-10-20 Guillon Pierre , Richard Gaétan

Considering the constrained stochastic optimization problem over a time-varying random network, where the agents are to collectively minimize a sum of objective functions subject to a common constraint set, we investigate asymptotic…

Optimization and Control · Mathematics 2020-09-08 Shengchao Zhao , Xing-Min Chen , Yongchao Liu

We study Eigen's quasispecies model in the asymptotic regime where the length of the genotypes goes to infinity and the mutation probability goes to 0. A limiting infinite system of differential equations is obtained. We prove the…

Populations and Evolution · Quantitative Biology 2017-04-25 Joseba Dalmau

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

Optimization and Control · Mathematics 2021-12-20 Xin Qu , Wei Bian

A systematic approach to finding variational approximation in an otherwise intractable non-conjugate model is to exploit the general principle of convex duality by minorizing the marginal likelihood that renders the problem tractable. While…

Statistics Theory · Mathematics 2020-10-27 Indrajit Ghosh , Anirban Bhattacharya , Debdeep Pati

In this paper, the moment matching techniques are adopted to obtain reduced-order closed-loop systems with reduced-order controllers that maintain the closed-loop stability and guarantee desired asymptotic performance, after revealing the…

Optimization and Control · Mathematics 2024-05-06 Tudor C. Ionescu

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

Probability · Mathematics 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

Building upon the technique that we developed earlier for perturbed sweeping processes with convex moving constraints and monotone vector fields (Kamenskii et al, Nonlinear Anal. Hybrid Syst. 30, 2018), the present paper establishes global…

Dynamical Systems · Mathematics 2018-11-13 Lakmi Niwanthi Wadippuli , Ivan Gudoshnikov , Oleg Makarenkov

Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…

Numerical Analysis · Mathematics 2024-07-02 Bilel Bensaid , Gaël Poëtte , Rodolphe Turpault