Contraction and Robustness of Continuous Time Primal-Dual Dynamics
The Primal-dual (PD) algorithm is widely used in convex optimization to determine saddle points. While the stability of the PD algorithm can be easily guaranteed, strict contraction is nontrivial to establish in most cases. This letter focuses on continuous, possibly non-autonomous PD dynamics arisi...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2020
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| Online Access: | https://hdl.handle.net/1721.1/128498 |