Related papers: Algorithmic construction of Lyapunov functions for…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
Stochastic gradient methods with momentum are widely used in applications and at the core of optimization subroutines in many popular machine learning libraries. However, their sample complexities have not been obtained for problems beyond…
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…
The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…
This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…
We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…
The aim of this paper is to shed more light on some recent ideas about Lyapunov exponents and clarify the formal structures behind these ideas. In particular, we show that the vector of (averaged) Lyapunov exponents of a smooth…
In planar analytic vector fields, a monodromic singularity can be distinguished between a focus or a center by means of the Lyapunov coefficients, which are given in terms of the power series coefficients of the first-return map defined…
In this paper, a class of abstract dynamical systems is considered which encompasses a wide range of nonlinear finite- and infinite-dimensional systems. We show that the existence of a non-coercive Lyapunov function without any further…
We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov…
For any $N\ts N$ monodromy matrix we define the Lyapunov function, which is analytic on an associated N-sheeted Riemann surface. On each sheet the Lyapunov function has the standard properties of the Lyapunov function for the Hill operator.…
In the design and operation of complex dynamical systems, it is essential to ensure that all state trajectories of the dynamical system converge to a desired equilibrium within a guaranteed stability region. Yet, for many practical systems…
In the article$^a$, the authors introduced a time-varying Lyapunov function for the stability analysis of nonlinear systems whose motion is governed by standard Newton-Euler equations. The authors established asymptotic stability with the…
This paper provides sufficient conditions for global asymptotic stability and global exponential stability, which can be applied to nonlinear, large-scale, uncertain discrete-time systems. The conditions are derived by means of vector…
Continuous piecewise affine (CPA) Lyapunov function synthesis is one method to perform Lyapunov stability analysis for nonlinear systems. This method first generates a mesh over the region of interest in the system's state space and then…
We revisit the general framework introduced by Fazylab et al. (SIAM J. Optim. 28, 2018) to construct Lyapunov functions for optimization algorithms in discrete and continuous time. For smooth, strongly convex objective functions, we relax…
As a new tool to describe the behaviour of a dynamical system, we introduce the concept of "covariant Lyapunov field", i.e. a field which assigns all the components of covariant Lyapunov vectors at almost all points of the phase space. We…
We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…
In this note, two generalized corollaries to the LaSalle-Yoshizawa Theorem are presented for nonautonomous systems described by nonlinear differential equations with discontinuous right-hand sides. Lyapunov-based analysis methods are…
We consider constructing Lyapunov functions for systems that are both monotone and contractive with respect to a weighted one norm or infinity norm. This class of systems admits separable Lyapunov functions that are either the sum or the…