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
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;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6161102