• DocumentCode
    3439129
  • Title

    A smooth vector field for saddle point problems

  • Author

    Dürr, Hans-Bernd ; Ebenbauer, Christian

  • Author_Institution
    Inst. for Syst. Theor. & Autom. Control, Univ. of Stuttgart, Stuttgart, Germany
  • fYear
    2011
  • fDate
    12-15 Dec. 2011
  • Firstpage
    4654
  • Lastpage
    4660
  • Abstract
    In this paper we propose a novel smooth vector field whose trajectories globally converge to the saddle point of the Lagrangian associated with a convex and constrained optimization problem. Under suitable assumptions, we prove global convergence of the trajectories for the class of strictly convex problems and we propose a vector field for linear programs.
  • Keywords
    constraint handling; convex programming; linear programming; vectors; constrained optimization problem; convex optimization problem; linear program; saddle point problem; smooth vector field; trajectory convergence; Convergence; Equations; Level set; Lyapunov methods; Optimization; Trajectory; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
  • Conference_Location
    Orlando, FL
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-61284-800-6
  • Electronic_ISBN
    0743-1546
  • Type

    conf

  • DOI
    10.1109/CDC.2011.6161102
  • Filename
    6161102