Related papers: A Lyapunov function construction for a non-convex …
Polyhedral Lyapunov functions can approximate any norm arbitrarily well. Because of this, they are used to study the stability of linear time varying and linear parameter varying systems without being conservative. However, the…
The Douglas--Rachford algorithm is a classic splitting method for finding a zero of the sum of two maximal monotone operators. It has also been applied to settings that involve one weakly and one strongly monotone operator. In this work, we…
We provide algorithms for computing a Lyapunov function for a class of systems where the state trajectories are constrained to evolve within a closed convex set. The dynamical systems that we consider comprise a differential equation which…
A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as…
We analyse the behaviour of the newly introduced cyclic Douglas-Rachford algorithm for finding a point in the intersection of a finite number of closed convex sets. This work considers the case in which the target intersection set is…
The general theory of Lyapunov's stability of first-order differential inclusions in Hilbert spaces has been studied by the authors in a previous work. This new contribution focuses on the natural case when the maximally monotone operator…
We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…
We introduce a reformulation technique that converts a many-set feasibility problem into an equivalent two-set problem. This technique involves reformulating the original feasibility problem by replacing a pair of its constraint sets with…
The Douglas-Rachford splitting algorithm is a classical optimization method that has found many applications. When specialized to two normal cone operators, it yields an algorithm for finding a point in the intersection of two convex sets.…
The authors in (Banjac et al., 2019) recently showed that the Douglas-Rachford algorithm provides certificates of infeasibility for a class of convex optimization problems. In particular, they showed that the difference between consecutive…
Lyapunov functions are essential tools in dynamical systems, as they allow the stability analysis of equilibrium points without the need to explicitly solve the system's equations. Despite their importance, no systematic method exists for…
Recently, several authors have shown local and global convergence rate results for Douglas-Rachford splitting under strong monotonicity, Lipschitz continuity, and cocoercivity assumptions. Most of these focus on the convex optimization…
In the present paper, a novel vector field decomposition based approach for constructing Lyapunov functions is proposed. For a given dynamical system, if the defining vector field admits a decomposition into two mutually orthogonal vector…
In this paper we give general recommendations for successful application of the Douglas-Rachford reflection method to convex and non-convex real matrix-completion problems. These guidelines are demonstrated by various illustrative examples.
We study optimization-based criteria for the stability of switching systems, known as Path-Complete Lyapunov Functions, and ask the question "can we decide algorithmically when a criterion is less conservative than another". Our…
This paper presents a non-linear stability analysis for dc-microgrids in both, interconnected mode and island operation with primary control. The proposed analysis is based on the fact that the dynamical model of the grid is a gradient…
We prove that the Douglas--Rachford method applied to two closed convex cones in the Euclidean plane converges in finitely many steps if and only if the set of fixed points of the Douglas--Rachford operator is nontrivial. We analyze this…
The Douglas-Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility…
The Douglas-Rachford algorithm is one of the most prominent splitting algorithms for solving convex optimization problems. Recently, the method has been successful in finding a generalized solution (provided that one exists) for…
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…