Sliding modes in solving convex programming problems

被引:36
作者
Glazos, MP [1 ]
Hui, S
Zak, SH
机构
[1] Rochester Inst Technol, Dept Elect Engn, Rochester, NY 14623 USA
[2] San Diego State Univ, Dept Math Sci, San Diego, CA 92182 USA
[3] Purdue Univ, Sch Elect & Comp Engn, W Lafayette, IN 47907 USA
关键词
sliding modes; differential inclusions; convex programming; stability; continuous algorithms; gradient system;
D O I
10.1137/S0363012993255880
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Sliding modes are used to analyze a class of dynamical systems that solve convex programming problems. The analysis is carried out using concepts from the theory of differential equations with discontinuous right-hand sides and Lyapunov stability theory. It is shown that the equilibrium points of the system coincide with the minimizers of the convex programming problem, and that irrespective of the initial state of the system the state trajectory converges to the solution set of the problem. The dynamic behavior of the systems is illustrated by two numerical examples.
引用
收藏
页码:680 / 697
页数:18
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