Stability of primal-dual gradient dynamics and applications to network optimization

  title={Stability of primal-dual gradient dynamics and applications to network optimization},
  author={Diego Feijer and Fernando Paganini},
This paper considers dynamic laws that seek a saddle point of a function of two vector variables, bymoving each in the direction of the corresponding partial gradient. This method has old roots in the classical work of Arrow, Hurwicz and Uzawa on convex optimization, and has seen renewed interest with its recent application to resource allocation in communicationnetworks. This paper brings other tools to bear on this problem, in particular Krasovskii’s method to find Lyapunov functions, and… CONTINUE READING
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