• 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