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math.OC2015
Asymptotic convergence of constrained primal-dual dynamics
Ashish Cherukuri, Enrique Mallada, Jorge Cortes
This paper studies the asymptotic convergence properties of the primal-dual dynamics designed for solving constrained concave optimization problems using classical notions from sta…
math.OC2015
Saddle-point dynamics: conditions for asymptotic stability of saddle points
Ashish Cherukuri, Bahman Gharesifard, Jorge Cortes
This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence pr…