Autor:	Ferguson, Joel, Ahmed, Saeed, Machado, Juan E., Cucuzzella, Michele, Scherpen, Jacquelien M. A.
Rok vydání:	2024
Předmět:	Mathematics - Optimization and Control Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	We develop a novel switching dynamics that converges to the Karush-Kuhn-Tucker (KKT) point of a nonlinear optimisation problem. This new approach is particularly notable for its lower dimensionality compared to conventional primal-dual dynamics, as it focuses exclusively on estimating the primal variable. Our method is successfully illustrated on general quadratic optimisation problems, the minimisation of the classical Rosenbrock function, and a nonconvex optimisation problem stemming from the control of energy-efficient buildings.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2410.21570 Zobrazit plný text záznamu View this record from Arxiv