Semiglobal exponential stability of the discrete-time Arrow-Hurwicz-Uzawa primal-dual algorithm for constrained optimization

DOI10.1007/s10107-023-02051-2MaRDI QIDQ6634536

Thomas Parisini, Michelangelo Bin, Ivano Notarnicola

Publication date: 7 November 2024

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

convex programmingconstraint programmingprimal-dual algorithmdiscrete-time control/observation systems

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Discrete-time control/observation systems (93C55) Dynamical systems in optimization and economics (37N40)

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