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math.OC2017
Stability and instability in saddle point dynamics Part II: The subgradient method
Thomas Holding, Ioannis Lestas
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic…
math.OC2017
Stability and instability in saddle point dynamics -- Part I
Thomas Holding, Ioannis Lestas
We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics…