Semi-global exponential stability of augmented primal–dual gradient dynamics for constrained convex optimization
Yujie Tang, Guannan Qu, Na Li
Topics & Concepts
MathematicsSaddle pointExponential stabilityConvex optimizationMathematical optimizationAugmented Lagrangian methodExponential functionApplied mathematicsQuadratic equationInterior point methodConvergence (economics)Rate of convergenceLinear matrix inequalityNonlinear programmingOptimization problemRegular polygonNonlinear systemMathematical analysisComputer scienceGeometryPhysicsChannel (broadcasting)Quantum mechanicsComputer networkEconomic growthEconomicsAdvanced Optimization Algorithms ResearchSparse and Compressive Sensing TechniquesMatrix Theory and Algorithms