Antiwindup Design Approach to Constrained Primal-Dual Dynamics

Asymptotic convergence of constrained primal-dual dynamics

This paper studies the asymptotic convergence properties of the primal-dual dynamics designed for solving constrained concave optimization problems using classical notions from stability analysis. We motivate the need for this study by providing an example that rules out the possibility of employing the invariance principle for hybrid automata to study asymptotic convergence. We understand the ...

Primal - dual Strategy for Constrained Optimal

An algorithm for eecient solution of control constrained optimal control problems is proposed and analyzed. It is based on an active set strategy involving primal as well as dual variables. For discretized problems suucient conditions for convergence in nitely many iterations are given. Numerical examples are given and the role of strict complementarity condition is discussed. 1. Introduction a...

Primal–dual Methods for Nonlinear Constrained Optimization

. . . If a function of several variables should be a maximum or minimum and there are between these variables one or several equations, then it will be suffice to add to the proposed function the functions that should be zero, each multiplied by an undetermined quantity, and then to look for the maximum and the minimum as if the variables were independent; the equation that one will find combin...

3 The primal - dual approach

Convergence of Caratheodory solutions for primal-dual dynamics in constrained concave optimization

This paper characterizes the asymptotic convergence properties of the primal-dual dynamics to the solutions of a constrained concave optimization problem using classical notions from stability analysis. We motivate our study by providing an example which rules out the possibility of employing the invariance principle for hybrid automata to analyze the asymptotic convergence. We understand the s...