DocumentCode
3173057
Title
A smooth vector field for quadratic programming
Author
Durr, Hans-Bernd ; Saka, E. ; Ebenbauer, C.
Author_Institution
Inst. for Syst. Theor. & Autom. Control, Univ. of Stuttgart, Stuttgart, Germany
fYear
2012
fDate
10-13 Dec. 2012
Firstpage
2515
Lastpage
2520
Abstract
In this paper we consider the class of convex optimization problems with affine inequality constraints and focus hereby on the class of quadratic programs. We propose a smooth vector field that is constructed such that its trajectories converge to the saddle point of the Lagrangian function associated to the convex optimization problem. We establish global asymptotic stability as well as exponential stability under mild assumptions for different variants of the vector field and propose a continuous-time Nesterov method.
Keywords
asymptotic stability; continuous time systems; convex programming; quadratic programming; smoothing methods; Lagrangian function; affine inequality constraints; continuous-time Nesterov method; convex optimization problems; exponential stability; global asymptotic stability; quadratic programming; quadratic programs; smooth vector field; Asymptotic stability; Convex functions; Lyapunov methods; Quadratic programming; Trajectory; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location
Maui, HI
ISSN
0743-1546
Print_ISBN
978-1-4673-2065-8
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2012.6426496
Filename
6426496
Link To Document