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arXiv 1708.03212math.OC
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约束Optimization动力学稳定性的无源性分析

Stability Analysis of Constrained Optimization Dynamics via Passivity Techniques

K. C. Kosaraju, V. Chinde, R. Pasumarthy, A. Kelkar, N. M. Singh

摘要:

本文对求解凸优化问题的连续时间原对偶梯度法进行了基于无源性的收敛性分析。我们首先表明,只有仿射等式约束的凸优化问题承认布雷顿莫泽制定。这一观察导致了一个新的被动性来自Krasovskii型存储功能。其次,将不等式约束建模为状态相关切换系统。使用混合方法,它表明,每个开关模式是被动的,系统的无源性保持任意切换。最后,这两个系统,(i)一个来自布雷顿莫泽制定和(ii)的状态相关的开关系统,互连在一个省电的方式。结果表明,整个系统的轨迹渐近收敛到凸优化问题的最优解。所提出的方法适用于建筑物的能源管理问题和模拟提供佐证。

英文摘要:

In this paper, we present passivity based convergence analysis of continuous time primal-dual gradient method for convex optimization problems. We first show that a convex optimization problem with only affine equality constraints admit a Brayton Moser formulation. This observation leads to a new passivity property derived from a Krasovskii type storage function. Secondly, the inequality constraints are modeled as a state dependent switching system. Using hybrid methods, it is shown that each switching mode is passive and the passivity of the system is preserved under arbitrary switching. Finally, the two systems, (i) one derived from the Brayton Moser formulation and (ii) the state dependent switching system, are interconnected in a power conserving way. The resulting trajectories of the overall system are shown to converge asymptotically, to the optimal solution of the convex optimization problem. The proposed methodology is applied to an energy management problem in buildings and simulations are provided for corroboration.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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