Related papers: Finite-Time Convergence of Continuous-Time Optimiz…
In this paper, a novel modified proximal dynamical system is proposed to compute the solution of a mixed variational inequality problem (MVIP) within a fixed time, where the time of convergence is finite and is uniformly bounded for all…
Our work is part of the close link between continuous-time dissipative dynamical systems and optimization algorithms, and more precisely here, in the stochastic setting. We aim to study stochastic convex minimization problems through the…
Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
Let $f:\mathbb{R}^n \to \mathbb{R}$ be a continuously differentiable convex function with its minimizer denoted by $x_*$ and optimal value $f_* = f(x_*)$. Optimization algorithms such as the gradient descent method can often be interpreted…
There is an increasing interest in designing differentiators, which converge exactly before a prespecified time regardless of the initial conditions, i.e., which are fixed-time convergent with a predefined Upper Bound of their Settling Time…
This paper presents a novel adaptive multivariable smooth second-order sliding mode approach with the features of fast finite-time convergence, adaptation to disturbances and smooth. This approach can be directly applied to the controller…
We study a continuous-time dynamical system which arises as the limit of a broad class of nonlinearly preconditioned gradient methods. Under mild assumptions, we establish existence of global solutions and derive Lyapunov-based convergence…
We review Bhat et al's paper where a class of bounded, continuous time-invariant finite time stabilizing feedback laws are derived for the double integrator and Lyapunov theory is employed in establishing finite-time convergence.
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
The aim of this paper is to analyze a class of consensus algorithms with finite-time or fixed-time convergence for dynamic networks formed by agents with first-order dynamics. In particular, in the analyzed class a single evaluation of a…
We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…
Inspired by the widespread concept of Lyapunov-Krasovskii functionals of complete type, this article proposes an alternative class of functionals, termed Lyapunov-Krasovskii functionals of robust type. Their construction aims at improving…
This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…
We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…
Hyperbolic systems in one dimensional space are frequently used in modeling of many physical systems. In our recent works, we introduced time independent feedbacks leading to the finite stabilization for the optimal time of homogeneous…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…
Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…
In this paper, we study distributed optimization with smooth non-convex local objectives. We propose a novel variant of the well-known EXact firsT-ordeR Algorithm (EXTRA), called Two-timescale EXTRA, by introducing two distinct step-sizes.…