We analyze the convergence behavior of globally weakly and locally strongly contracting dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence to the equilibrium is linear-exponential, in the sense that the distance between each solution and the equilibrium is upper bounded by a function that first decreases linearly and then exponentially. As we show, the linear-exponential dependency arises naturally in certain dynamics with saturations. Additionally, we provide a sufficient condition for local input-to-state stability. Finally, we illustrate our results on, and propose a conjecture for, continuous-time dynamical systems solving linear programs.

On Weakly Contracting Dynamics for Convex Optimization

Russo, Giovanni;
2024-01-01

Abstract

We analyze the convergence behavior of globally weakly and locally strongly contracting dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence to the equilibrium is linear-exponential, in the sense that the distance between each solution and the equilibrium is upper bounded by a function that first decreases linearly and then exponentially. As we show, the linear-exponential dependency arises naturally in certain dynamics with saturations. Additionally, we provide a sufficient condition for local input-to-state stability. Finally, we illustrate our results on, and propose a conjecture for, continuous-time dynamical systems solving linear programs.
2024
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/4876991
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