Exponential stability of partial primal–dual gradient dynamics with nonsmooth objective functions

نویسندگان

چکیده

In this paper, we investigate the continuous time partial primal–dual gradient dynamics (P-PDGD) for solving convex optimization problems with form minx?X,y??f(x)+h(y),s.t.Ax+By=C, where f(x) is strongly and smooth, but h(y) non-smooth. Affine equality general set constraints are included. We prove existence of solution to P-PDGD its exponential stability. Then, bounds on decaying rates provided. Moreover, it also shown that can be regulated by setting stepsize.

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ژورنال

عنوان ژورنال: Automatica

سال: 2021

ISSN: ['1873-2836', '0005-1098']

DOI: https://doi.org/10.1016/j.automatica.2021.109585