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 :
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