Convergence of Projected Primal-Dual Dynamics with Applications in Data Centers

Tjerk, W. Stegink, Tobias van Damme, Claudio De Persis

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

1 Citation (Scopus)

Abstract

This paper studies the convergence of projected primal-dual dynamics under mild conditions on the (general) optimization problem. In particular, we do not require strict convexity of the objective function nor uniqueness of the optimizer. By regarding the inequality constraints as hard constraints, we construct a suitable primal-dual dynamics in the complementarity formalism. We establish pointwise asymptotic stability of the set primal-dual optimizers by a suitable invariance principle involving two different Lyapunov functions. In addition, we show how these results can be applied for online optimization in data centers.
Original languageEnglish
Title of host publicationProceedings of the 7th IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys18)
PublisherIFAC
Publication statusPublished - 2018
Event7th IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys18) - the Academy Building of the University of Groningen, Groningen, Netherlands
Duration: 27-Aug-201828-Aug-2018

Conference

Conference7th IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys18)
CountryNetherlands
CityGroningen
Period27/08/201828/08/2018

Cite this