Title :
Lyapunov methods in nonsmooth optimization. Part II: Persistently exciting finite differences
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Abstract :
For Part I see ibid. (2000). A recent converse Lyapunov theorem for differential inclusions is used to generate a class of finite difference algorithms for nonsmooth optimization. The algorithms rely on a proof of asymptotic stability for differential inclusions that contain persistently exciting signals and the ability to approximate these differential inclusions with finite differences. The notion of persistency of excitation that is used here generalizes that which is typically used in the identification and adaptive control literature
Keywords :
Lyapunov methods; adaptive control; asymptotic stability; identification; nonlinear programming; Lyapunov methods; adaptive control; asymptotic stability; finite differences; identification; nonlinear programming; nonsmooth optimization; Adaptive control; Algorithm design and analysis; Asymptotic stability; Convergence; Finite difference methods; Functional programming; Lyapunov method; Minimization methods; Optimization methods; Stochastic processes;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912743