Stability and Instability in Saddle Point Dynamics Part II: The Subgradient Method
نویسندگان
چکیده
منابع مشابه
Stability and instability in saddle point dynamics Part II: The subgradient method
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of subgradient dynamics that provide a restriction in an arbitrary convex domain. We show that despite the nonlinear and nonsmooth character of these dynamics their ω-...
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We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are, however, features that render their analysis non trivial. These include the lack of convergence guarantees when the function considered is not strictly concave-...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2020.3019381