Article ID Journal Published Year Pages File Type
5010535 Systems & Control Letters 2017 7 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
Authors
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