Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5010535 | Systems & Control Letters | 2017 | 7 Pages |
Abstract
Motivated by recent interest in saddle-point dynamics, where, given a convex in x and concave in y function, trajectories follow the steepest descent in x and the steepest ascent in y, and where convergence of trajectories to saddle points is desired, this note revisits the maximal monotone mapping approach to saddle-point dynamics, mildly improves one convergence result, and proposes new results on the robustness of pointwise asymptotic stability of the set of saddle points. The results apply to nonsmooth convex/concave functions and constraints, and - as a special case - to projected saddle-point dynamics.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Rafal Goebel,