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Convex optimization via feedbacks

机译:通过反馈进行凸优化

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摘要

Three dynamical systems are associated with a problem of convex optimization in a finite-dimensional space. For system trajectories x(t), the ratios x(t)/t are, respectively, (i) solution tracking (staying within the solution set X-0), (ii) solution abandoning (reaching X-0 as time t goes back to the initial instant), and (iii) solution approaching (approaching X-0 as time t goes to infinity). The systems represent a closed control system with appropriate feedbacks. In typical cases, the structure of the trajectories is simple enough. For instance, for a problem of quadratic programming with linear and box constraints, solution-approaching dynamics are described by a piecewise-linear ODE with a finite number of polyhedral domains of linearity. Finding the order of visiting these domains yields an analytic resolution of the original problem; a detailed analysis is given for a particular example. A discrete-time approach is outlined. [References: 14]
机译:三种动力学系统与有限维空间中的凸优化问题有关。对于系统轨迹x(t),比率x(t)/ t分别为(i)解决方案跟踪(停留在解决方案集X-0内),(ii)放弃解决方案(随着时间t到达X-0)返回初始时刻),以及(iii)解逼近(随着时间t到达无穷大,接近X-0)。该系统代表具有适当反馈的封闭控制系统。在典型情况下,轨迹的结构足够简单。例如,对于具有线性和盒约束的二次编程问题,采用具有有限数量的线性多面域的分段线性ODE描述了逼近动力学。找到访问这些域的顺序可得出原始问题的解析解决方案。针对特定示例给出了详细的分析。概述了离散时间方法。 [参考:14]

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