相关论文: Stability Analysis of Constrained Optimization Dyn…
Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…
This study presents a constructive methodology for designing accelerated convex optimisation algorithms in continuous-time domain. The two key enablers are the classical concept of passivity in control theory and the time-dependent change…
In this paper, we revisit primal-dual dynamics for convex optimization and present a generalization of the dynamics based on the concept of passivity. It is then proved that supplying a stable zero to one of the integrators in the dynamics…
The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…
This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…
This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…
In the recent years, passivity theory has gained renewed attention because of its advantages and practicality in modeling of multi-domain systems and constructive control techniques. Unlike Lyapunov theory, passivity theory takes a…
In this paper, we propose a second-order continuous primal-dual dynamical system with time-dependent positive damping terms for a separable convex optimization problem with linear equality constraints. By the Lyapunov function approach, we…
Differential passivity is a property that allows to check with a pointwise criterion that a system is incrementally passive, a property that is relevant to study interconnected systems in the context of regulation, synchronization, and…
The modified Method of Successive Approximations (MSA) is an iterative scheme for approximating solutions to stochastic control problems in continuous time based on Pontryagin Optimality Principle which, starting with an initial open loop…
In Hilbert space, we propose a family of primal-dual dynamical system for affine constrained convex optimization problem. Several damping coefficients, time scaling coefficients, and perturbation terms are thus considered. By constructing…
We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…
We present a variational principle for the extraction of a time-dependent orthonormal basis from random realizations of transient systems. The optimality condition of the variational principle leads to a closed-form evolution equation for…
We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…
This paper studies the design of feedback controllers to steer a switching linear time-invariant dynamical system towards the solution trajectory of a time-varying convex optimization problem. We propose two types of controllers: (i) a…
This paper presents a topology optimization framework for structural problems subjected to transient loading. The mechanical model assumes a linear elastic isotropic material, infinitesimal strains, and a dynamic response. The optimization…
This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…
This work investigates the distributed constrained optimization problem under inter-agent communication delays from the perspective of passivity. First, we propose a continuous-time algorithm for distributed constrained optimization with…
In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…